Independent risk reporting and valuation of the Emerging Markets portfolios for a global investment bank.

Responsibilities:

• Identify the Stress Scenarios based on the changing markets and the portfolio structure of the business;
• Develop and participate in putting together the Risk limit structure of this portfolio;
• Identify, verify and analyze trading activities and exposures to ensure they are within approved policies and limits;
• Evaluate regulatory capital for portfolios/products that are not captured within the Value-at-Risk framework.
• Independently validate prices used in the valuation of fixed income cash & derivative trading portfolios;
• Perform price verification for dealer-supplied rates at a minimum bi-monthly;
• Approve independent rate sources for daily mark-to-market;
• Ensure that all material market risk models are independently vetted and certified before the commencement of trading;
• Analyze daily profit/loss of the fixed income portfolios and communicate the drivers of profit/loss to senior management.

Requirements:

• Minimum 7 years experience in a market risk function supporting Emerging Market structured debt and credit products
• Fluency in Spanish and/or Portuguese is preferred
• Solid understanding of trading products and the principles of derivative market risk.
• Strong software handling skills and experience in applying finance-related computational techniques.
• MBA, MA, MS or equivalent with emphasis in finance, economics or a quantitative discipline.

To apply: For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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