Investment Senior Associate, Market Risk Management - Prudential - Newark, NJ

Investment Senior Associate, Market Risk Management - Prudential - Newark, NJ -

The mission of Enterprise Risk Management (ERM) is to make sure that Prudential has a complete framework for understanding the dangers embedded in and throughout its companies, in order that the corporate can handle these dangers successfully, consider present and future danger challenges and alternatives, and improve shareholder worth. Market Risk Management (???MRM???) is the unit of Enterprise Risk Management chargeable for measuring, analyzing drivers of and managing rate of interest, overseas change and fairness danger in addition to establishing a restrict framework to regulate the potential influence of those dangers on financial worth, revenue, capital and liquidity. MRM is comprised of 4 main, complementary useful areas: Market Risk Methodology & Analytics, Market Risk Reporting & Portfolio Evaluation, Risk Identification & Evaluation and Product Risk Management. These practical areas are supported and coordinated by the Chief Market Risk Officer and Deputy Head of Market Risk. This position inside Market Risk Reporting & Portfolio Evaluation might be a part of a small, however extremely impactful group with a mixture of capital markets and quantitative expertise, answerable for measuring, analyzing drivers of, and managing rate of interest, overseas trade and fairness danger in addition to establishing a restrict framework to regulate the potential influence of those dangers on financial worth, revenue and capital. This particular person will probably be chargeable for: Ongoing monitoring and communication of key sources of rate of interest, by-product and different market dangers together with complete evaluation/understanding by enterprise and authorized entity, technique, potential influence on earnings/capital/financial worth, and management standards (exit technique, set off factors, and so on.). Monitoring and reporting on market danger restrict compliance throughout the enterprise and inside companies and authorized entities. Performing danger and P&L attribution that may leverage analytical expertise, numerical capability and thorough understanding of monetary evaluation. Further duties might contain particular tasks and documentation efforts. For instance, duties essential to help our wants underneath a brand new regulatory framework. Three or extra years of expertise in market danger management at a serious monetary establishment in a task both on the buying and selling desk, a enterprise-dealing with danger management position or a task in portfolio danger evaluation. Confirmed analytical and analysis expertise and expertise making use of similar in an funding, finance, danger or actuarial task. Robust reasoning and wonderful written communication expertise. Capacity to know complicated technical funding and monetary points and synthesize information into clear, concise enterprise phrases to tell senior management determination-making. Understanding of market valuation and market issue sensitivity calculations for a broad vary of asset and by-product devices. Information of worth and danger drivers for fastened revenue devices is necessary. Demonstrated effectiveness working independently and in multi-disciplinary groups in a dynamic setting.

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