Candidate should have 5+yrs in a market risk management role working directly with the trading desks/traders in the equity/ dequity derivatives areas including: converts, stat arb, volatility, options flow trading and equity derivatives and was responsible for determining risk profiles of strategies, leverage limits, large risk positions, market conditions, stress and scenario risks.  While quant skills and a thorough knowledge of risk is critical this is not a quant role or a model validation role and is focused squarely on the front office.  PMs/Traders with strong risk backgrounds and the relevant product experience will also be considered.