Risk Management – Capital Markets

Risk Management – Capital Markets (State Street Bank and Trust Company; Boston, Massachusetts) (multiple positions): Will assist in performing daily risk management for a diverse portfolio of counterparties, including analysis of VaR exposures, collateral delivered under CSAs, stress scenario results, and exposure changes over time; assist in developing python-based risk and margin algorithms; perform daily risk management for a diverse book of top-tier alternative manager portfolios, including analysis of margin levels, stress scenario results, and exposure changes; perform the daily collateralization of a select handful of accounts using a proprietary algorithm, escalating any shortfalls or discrepancies to senior analysts; monitor a list of assigned hedge fund client accounts, including Equity Long/Short, Convertible Arbitrage, and Credit portfolios; maintain and update risk dashboard and models; review prospect portfolios as well as existing client portfolios in “what-if” scenar...