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Stress Testing And Liquidity Risk Management Associate Principal
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- The Associate Principal in the Stress Testing Group performs a broad array of risk management actives to support stress testing and liquidity risk management functions.
- Analyze market and stress test risk exposures for all products and accounts cleared by Analysis is performed using proprietary tools/applications; Products include equities, government securities, options, futures options, and futures |Assist in the creation, maintenance, execution and reporting of daily stress testing activities which includes coordinate with IT resources to support the systems development needs of the group
- Develop tools to assist in the preparation of position and financial exposure reporting based on large data set analysis, including the impact of stress test results on Financial and Liquidity Resources
- Understanding of common market risk methodologies such as VaR, SPAN, stress testing, liquidity risk, and concentration risk, preferred
- Knowledge of SEC and CFTC Rules and Regulations
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