Our Chicago office is hiring for an experienced Vice President, Market Risk Analytics Manager to join our Risk and Credit Group. The primary function of this role is to act as a Market Risk Analytics Manager focusing on futures, options on futures, FX, power products and Fixed Income. This position will be responsible for monitoring client trading in multi-asset classes and create risk monitoring reports. The role requires designing SQL queries and relational databases to carry out daily tasks and automate reports for the risk management department.
- Manage team that issues intraday/overnight calls and risk limit breaches to clients, while answering and investigating any inquiries or disputes
- Calibrate risk systems and reporting for daily monitoring and management reporting packages
- Oversee and Manage Stress Testing and 1.73 liquidation reports
- Inspect client performances by evaluating intraday/overnight profit & losses and stress tests to identify any potential dangers and present protective measures against price fluctuations of client positions
- Back up for daily approval of outgoing wires and ACHs
- Manage and conduct reports on various Exchange Default Management Systems
- Perform other tasks and duties as assigned and required
Experience and Skills
- Bachelor's Degree from an accredited university, preferably in Business Administration or other related field
- 5+ years of experience in futures, FX, and fixed income
- Strong knowledge and experience in Power, Energy Futures, products and exchange requirements, standards, and best practices
- Experience with exchange margin tools and ability to produce and analyze the margin requirements for various exchange margin platforms such as CME, ICE, Nodal, etc
- Familiarity with options and understanding of option strategies; experience with energy products with limit setting for contracts, margin, risk and Globex credit limits
- Background in developing and maintaining risk policies, processes, procedures, and standards
- MS Office skills required, SQL abilities to perform queries and knowledge of database infrastructure, as well as Tableau and other system, programming, and coding skills
- Ability to manage across multiple competing priorities and time-sensitive initiatives
- Strong ability to work independently, delegate duties and develop team relationships
- Excellent written and verbal communication skills
