Director, DEC/FXPB Risk Officer
$240k - $295kNew York Times
Job Title Director, DEC/FXPB Risk Officer with BNP Paribas Securities Corp in New York, NY. Location New York, NY. Role Overview The DEC/FXPB Risk team plays an integral part in the management and monitoring of BNP's exposure to its clients. Qualifications Master's degree (US or equivalent) in Business, Economics, Mathematics, Computer Science, Engineering, or Management. 10 years of experience in a large bank or similar organization. 10 years of experience in financial mathematics & risk modelling (PFE, EPE, VaR, stress testing, and scenario specific). Experience with derivatives markets (ETD & OTC) across financial (equity, FX & IR) and commodity markets. Proficiency in VBA, Python, and C++. Knowledge of regulatory & capital framework. Understanding of legal frameworks (RWA) and collateral frameworks (CSA & ISDA). Experience in market and/or counterparty risk management. 1 year of experience in DEC/FXPB risk capacity. FINRA registrations 3 & 7 (must have passed within 8 months of hire). Other Requirements Telecommuting permitted up to 20% within normal commuting distance. Salary $240,000 - $295,000 per year. #J-18808-Ljbffr
$240k - $295k
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