Equity Market Risk Manager
· An exciting opportunity within the financial industry covering equity market risk. The Market Risk manager position requires a solid understanding of equity markets and instruments to form an independent second line of analysis.
· The candidate will be responsible for the Mizuho Securities trading covering Cash Equities, ETFs, Portfolio Trading, Swaps, Single Stock Futures, Risk-Arbitrage and Convertible Bonds whilst providing support coverage for the Derivative portfolios.
· Key responsibilities include: designing a reporting suite to improve transparency and highlight the key portfolio risks, communicating the market impact on the business trading conditions, explaining pnl, designing and monitoring an appropriate limit structure, enhancing methodologies to keep pace with an expanding product offering.
· Other core responsibilities are: understanding Value-At-Risk (VaR) and Historical / Hypothetical Stress testing.
· The individual responsible would need to be comfortable and confident in discussing with Front-Office trading, senior management and peers within Finance, Risk Analytics, Model Validation and IT amongst others.
· Master within Financial Engineering or other Finance related class.
· An understanding of Equity products
· Good communication skills (written and verbal) with a strong attention to detail.
· Ability to work under pressure and multi-task.
· Collaborative and a self-starter.
· Comfortable with Excel VBA, python would be a plus.