Senior Market Risk - Distressed Debt

Senior Market Risk - Distressed Debt
 
Market risk leadership position supporting the credit trading/distressed team of an international investment bank
 
Responsibilities:
 

• Effectively risk manage all relevant risk factors inherent to the trading of distressed instruments (market risk, legal risk, idiosyncratic and restructuring risk)
• Conduct quantitative and qualitative risk analysis on distressed debt instruments both prior to and post trade execution
• Provide recommendations and analysis on risk mitigation strategies
• Proactively assess positions including deep dive investigations of large P&L and/or risk movements, and quantify existing and new risks while providing cogent commentary to senior stakeholders.
• Assist in the definition, review and implementation of limits and ensure risk is well monitored and reported.
• Participate in the development of new and enhanced risk tools
• Perform impact analysis of new models including testing for valuation and risk across the HY book(s)
• Develop and compute Stress‐test scenarios and analyze the results.
• Ensure updated and relevant reserves and Prudent Valuation methodologies are in place.
   
  Requirements:
   

• Relevant quantitative market risk management experience
• Strong knowledge of fundamental credit analysis and/or financial modelling skills gained from prior experience within corporate credit analysis.

• Strong knowledge of restructuring process and associated trading strategies
• Understanding quantitative risk measures and related modeling / methodology
• Ability to understand, identify, and communicate key risks associated with a variety of processes and transaction structures.
• Experience in credit trading (High Yield Cash/CDS) preferred

• Masters degree in a quantitative discipline (e.g., statistics, physics, math)
   
  For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
   
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