- Identify, evaluate and manage the risks of trading strategies across multiple asset classes including equity indices, single name equities, equity options, VIX and coporate credit
- Work to ensure that the reported risks are correct and properly measured
- Monitor intraday and overnight market risks
- Communicate with portfolio managers, challenging assumptions and appropriate levels of risk as well as work collegially towards solutions for improved risk management.
- Candidate must have the ability to discuss products and their risks and build tools to analyze risk at the portfolio and individual trade levels.
- Review and validate assumptions in pricing models and analyze the impact of model changes.
- Candidate will also be expected to be proactive in the development of risk tools by working with the technology team.
- Contribute to the development of metrics used for risk factor identification and stress-testing processes.
- Ensure limits are properly set with respect to risk-taking and risk allocation.
- The candidate will attend Capstone’s Investment Committee meetings and is expected to contribute independent assessments of the portfolios, helping senior management in their decision-making process.
- Review new business proposals, set limits and ensure risks can be fully captured within the firm’s systems
- Other duties as assigned
- 10+ years of relevant work experience in the markets with 5+ years of experience in risk management.
- An advanced degree in a quantitative field (Math, Science, Engineering or Finance).
- Experience in the options and/or corporate bond markets with good quantitative knowledge of the markets, products, models and risk.
- Deep level of experience with options and their risks is vital.
- Experience with portfolio risk measurement techniques including VAR and stress testing.
- Proactively seeks to improve risk management processes and implement solutions, raising quality and productivity.
- Able to forge strong relationship across multiple levels of the organization.
- Must be courageous and willing to challenge as needed.
- Very high analytical aptitude, as evidenced by educational credentials and/or work experience
- Excellent written and verbal communication skills with the ability to present complex operational information in a clear and concise manner to a variety of audiences.
- Ability to set and manage priorities by being forward-thinking, a proven leader and communicator.