Job Title: Fixed Income Market Risk Manager (CVA, Non-linear Products, SWAPs)
Contract Duration: 6+ months with strong potential for extension or conversion to Full-time.
Location: New York City – 3 days onsite and 2 WFH
Rate: $980 per day C2C, $850 per day W2
Description:
We are seeking a skilled Fixed Income Market Risk Manager with expertise in CVA, non-linear products, and SWAPs to join our team in New York City.
The primary focus of this role is to analyze and communicate key changes in Market Risk for Interest Rate related products and Derivatives.
The product scope includes IR Swaps, Corporate Derivatives, Structured Notes, FX, Municipals, and Government Bonds.
Responsibilities:
- Collaborate with trading desks to comprehend trading strategies and assess changes in risk profile.
- Communicate significant risk changes, market activities, and P/L drivers to senior management.
- Conduct in-depth analyses on products and/or trading strategies as needed.
- Evaluate new products and propose risk management frameworks.
- Develop and implement stress scenarios.
- Actively participate in weekly risk meetings.
- Test and onboard new technologies as required.
- Foster productive relationships with other support functions including Middle Office, Operations, Compliance, Technology, and Product Control.
Qualifications:
- Excellent analytical and quantitative skills, with a keen attention to detail and high emotional intelligence.
- Ability to distill complex information into clear conclusions for a senior audience.
- Proficient multitasker able to work under pressure and prioritize tasks in a trading floor environment.
- Team player with a resourceful self-starter mindset.
Requirements:
- Master’s degree in a relevant field; exceptional candidates with a Bachelor's degree will be considered.
- 5-7 years of direct Fixed Income market risk experience with exposure to CVA and Corporate Derivatives preferred.
- Strong understanding of options pricing/greeks required; knowledge of exotics is advantageous.
- Proficiency in Microsoft Office, Bloomberg Terminal.
Knowledge of Murex/Python is a plus.
Job Types: Full-time, Contract
Pay: $850.
00 - $980.
00 per day
Benefits:
* Dental insurance
* Health insurance
* Vision insurance
Schedule:
* 8 hour shift
* Monday to Friday
Experience:
* CVA: 2 years (Required)
* Non-linear Products: 2 years (Required)
* SWAPs: 2 years (Required)
* Interest rate derivatives: 2 years (Required)
* Fixed Income: 2 years (Required)
* Corporate Derivatives: 2 years (Required)
Ability to Commute:
* New York, NY 10022 (Preferred)
Work Location: Hybrid remote in New York, NY 10022
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