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Fixed Income Market Risk Associate/ AVP

Posted on Feb 6, 2019 by Jefferies

New York, NY 10001
7 Jan 2019
Annual Salary
Jefferies, the world's only independent full-service global investment banking firm focused on serving clients for over 50 years, is a leader in providing insight, expertise and execution to investors, companies and governments. Our firm provides a full range of investment banking, sales, trading, research and strategy across the spectrum of equities, fixed income, and foreign exchange, as well as wealth management, in the Americas, Europe and Asia. Jefferies Group LLC is a wholly-owned subsidiary of Jefferies Financial Group Inc. (NYSE: JEF), a diversified financial services company.

Position: Line market risk manager, focusing on interest rate derivative products. The crux of the role is to understand and highlight key changes in risk and to implement a market risk framework for rates products. Product scope to include interest rate swaps, FRAs, basis swaps, caps, floors, swaptions and structured notes. Potential for product scope to include mortgages for the qualified candidate.

Primary Responsibilities:

  • Engage with trading desk to understand trading strategies and changes in risk profile.
  • Communicate key risk changes, market activity and P/L drivers to senior management.
  • Perform deep dive analyses on a products and/or trading strategies as warranted.
  • Assess new products and propose frameworks for managing associated risks.
  • Develop and implement appropriate stress scenarios.
  • Assist in implementing risk management program for one of the firm's registered swap dealers.
  • Actively participate in weekly risk meetings.
  • Design risk reports.
  • Test/onboard new technologies as appropriate.
  • Develop productive working relationships with other support functions, including Middle Office, Operations, Compliance, Technology, and Product Control.

Required Background:

  • E xcellent analytical and quantitative skills with strong attention to detail.
  • Ability to communicate complex information clearly.
  • Ability to multitask, work under pressure and prioritize tasks.
  • Team player who is also a resourceful self-starter.
  • Bachelor's or Master's degree in Finance, Economics, Statistics, Mathematics, Computer Science, Financial Engineering, or Engineering.
  • 3-5 years of interest rate derivative experience.
  • Proficiency in Excel, PowerPoint, VBA programming and SQL database queries

Fixed Income Market Risk Associate/ AVP

Reference: 639893174