Selby Jennings
Senior Vice President - Prime Risk - 1LOD
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Join Our Front Office Prime Risk Team
We are seeking a highly motivated Senior Vice President (SVP) to join the Prime Risk Function operating as part of the First Line of Defence (1LOD) within the financing business.
This is a front office role offering exposure across a broad range of financing products including Cash Prime Brokerage, Synthetic Financing (Delta One), Derivatives Clearing (Cleared OTC & ETD), FX Prime Brokerage and Fixed Income Financing. The successful candidate will work across multiple asset classes including Equities, Rates, Credit, FX, Commodities and Securitised Products, supporting the management of risk and client financing relationships.
Working closely with senior business stakeholders and some of the firm's largest hedge fund and asset management clients, you will play a key role in evaluating counterparty risk, analysing financing structures, monitoring collateralisation and supporting the delivery of attractive risk-adjusted returns across the financing platform.
Key Responsibilities
- Develop a strong understanding of client trading strategies, financing requirements and risk profiles.
- Partner with client risk, treasury and financing teams to assess financing and clearing needs.
- Evaluate counterparty exposures and monitor portfolio risk across a diverse client base.
- Analyse collateral, margin and liquidity requirements to ensure appropriate risk coverage.
- Support the structuring of financing solutions that balance client objectives with the firm's risk appetite and return thresholds.
- Work closely with stakeholders across Risk, Credit, Legal, Sales and Markets to onboard new business and manage existing client relationships.
- Contribute to the enhancement of risk frameworks, analytics and reporting capabilities through collaboration with Quantitative and Technology teams.
- Monitor financing portfolios and take appropriate action to maintain prudent collateralisation and risk management standards.
- Assist in identifying opportunities to optimise balance sheet utilisation, capital efficiency and overall client profitability.
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Candidate Profile
The ideal candidate will possess a combination of financing, risk management and market expertise gained within a leading investment bank, broker dealer, hedge fund or financial institution.
Experience & Skills
- Proven experience within Prime Brokerage, Financing Risk, Counterparty Risk, Derivatives Clearing Risk or related front office risk functions.
- Understanding of financing products including Cash Prime Brokerage, Synthetic Financing (Delta One) and Derivatives Clearing.
- Knowledge of one or more asset classes including Equities, Fixed Income, FX, Commodities or Credit Markets.
- Experience assessing and communicating risk exposures, collateral adequacy and liquidity considerations.
- Strong analytical and quantitative capabilities with an understanding of pricing, margin methodologies and risk measurement techniques.
- Ability to analyse large datasets and generate actionable insights using tools such as Python, SQL, Excel or Jupyter Notebooks.
- Strong communication skills with the ability to engage effectively with both internal stakeholders and external clients.
- Commercial mindset with an appreciation for the relationship between risk management, capital usage and returns.
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Qualifications
- Bachelor's degree in a quantitative discipline such as Finance, Economics, Mathematics, Engineering, Physics or a related field.
- Approximately 5-10 years of relevant experience within financing, risk management, prime brokerage, clearing or markets-related functions.
- Experience working with institutional clients, including hedge funds, asset managers or other financial institutions, is advantageous.
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