A strategic professional in In-Business Risk (IBR) focused on counterparty risk management for Equity Derivatives, Futures, and other Equities business lines.
Compensation
Primary Location Full Time Salary Range: $150,000.00 - $175,000.00
Responsibilities
Assist in developing an end-to-end counterparty credit risk platform and risk management framework for Equity products
Use AI and programming languages to assimilate data and build core functionality for the team
Develop and utilize risk management tools for the measurement, monitoring and management of exposure
Perform routine daily and weekly analysis as well as customized risk analysis
Lead Market Risk Officer responsible for executing and enhancing regulatory and business-as-usual stress testing programs across trading and counterparty portfolios within Market & Counterparty Risk Management.
Responsibilities
Execute and help enhance regulatory and BAU stress testing programs across trading and counterparty portfolios.
Provide independent oversight and credible challenge of stress testing methodologies, assumptions, scenario design, and results.
Partner with Risk Analytics, Technology, and business stakeholders to implement improvements to stress testing infrastructure, data quality, and reporting processes.
Perform analysis of stress test results, identifying key drivers, emerging risks, portfolio concentrations, and changes in risk profile.
Support risk assessment activities for CCAR and other regulatory capital requirements.
DV Trading is looking for a proven Options Trader who wants the freedom to run capital, scale ideas quickly, and trade on high-performance trading infrastructure tailored to our business.
Responsibilities
Run and scale your own options-focused trading strategies using DV Trading's capital
Identify, execute, and grow opportunities across options, volatility, equities, and related futures markets
Develop, refine, and optimize models, signals, and execution strategies to improve performance and scalability
Own risk management, positioning, and P&L with a high degree of autonomy and accountability
Analyze market structure, volatility dynamics, and relative value opportunities to generate alpha
Requirements
Nice to have: scaling strategies
Nice to have: managing larger allocations of capital
Support financial risk modelling, capital, analytics and oversight across market and liquidity risk profile as part of CommSec Line 2 Financial Risk team on an 8‑month secondment.
Responsibilities
Contribute to development and governance of financial risk models across market risk, liquidity risk, collateral coverage, stress testing and concentration risk
Enhance how CommSec measures exposure to market movements, liquidity demands, client concentrations, collateral adequacy and margin requirements
Monitor key risk indicators, risk appetite metrics, early‑warning indicators and limits, identifying emerging themes and opportunities for improvement
Undertake stress testing and scenario analysis across portfolio, client, security and book‑level exposures for CommSec products
Review and validate model assumptions, data quality, methodology choices and reporting outputs
Requirements
Relevant tertiary or postgraduate study in quantitative finance, statistics, mathematics, actuarial studies, economics, finance, engineering or a related discipline
The Investment Specialist will support CRMs in delivering investment strategies, providing advisory services, and developing new business opportunities within the Eastern Europe market.
Responsibilities
Support CRMs in delivering investment strategies and solutions
Provide advisory services to wealthy individuals and families
Identify and develop new business opportunities
Prepare investment proposals and presentations
Execute orders and ensure consistency with policy and guidelines
TraderNewDV Trading · Toronto, Canada
Investment Specialist - Eastern EuropePictet · Poland
Client Implementation Data Integration Analyst, OfficerState Street · Quincy, US