Market Risk, AVP

State Street Global Advisors Boston , MA 02298

Posted 3 months ago

Market Risk & Credit Exposure Analyst, AVP

Job Description:

State Street Global Markets (SSGM) engages in a variety of capital markets business activities, including sales and trading in foreign exchange markets. The Credit & Global Markets Risk (CGM) group - being part of the Enterprise Risk Management (ERM) division - is responsible for oversight of SSGM's trading businesses.

The position is for a self-motivated Market Risk and Credit Exposure Analyst with a strong technical aptitude providing market risk and credit exposure oversight as part of the CGM Market Risk team.

Key responsibilities:

  • Global risk oversight of market risk and credit exposure, producing risk reports and performing analysis, including validating position data and risk calculations. Substantial interaction with traders and support functions required.

  • Help develop risk management systems (specifying requirements, supporting implementation and testing), prototyping and development of enhanced risk management tools.

  • Analyze and continuously enhance market risk (VaR, Expected Shortfall, PV01, Option Greeks) and counterparty credit exposure metrics (PFE, EPE, CVA), including collateral analysis (ISDA, CSA, SIMM).

  • Perform stress testing, identify vulnerabilities and support the stress testing scenario design process.

  • Monitor and escalate Market Risk/Credit Exposure Limits.

  • Develop good working relationships with colleagues within CGM and ERM, SSGM and other business units, support functions and technology.

  • Contribute to risk and/or regulatory projects as required; independently driving forward assigned tasks

Qualifications:

  • Degree/Post-graduate degree in relevant and/ or quantitative subjects.

  • 3+ year's hands-on industry experience.

  • Familiarity with Foreign Exchange and Interest Rate Derivatives; in-depth knowledge of forwards, swaps, NDFs and options preferred.

Skills:

  • Excellent systems skills and strong ability to develop prototypes using Python, VBA and SQL; experience using Bloomberg preferred.

  • Ability to identify problems and limitations, propose solutions and proactively address these directly.

  • Ability to communicate and write clear and precise technical documentation describing processes and risk methodologies.

  • Solid critical thinking ability and analytical skills

  • Self-motivated and able to work independently; excellent time-management skills

  • Ability to cooperate with others to help both parties be successful

  • Foster an environment that supports effective teamwork

  • Promote and support a culture of effective challenge and risk excellence.

  • Comfortable in conflict resolution as appropriate with others/in a matrix organization

  • Maintain the highest standards of conduct and integrity and ensure compliance with accepted industry practice, company policies, statute and regulatory requirements.

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Market Risk, AVP

State Street Global Advisors