Benjamin Sutton Email & Phone Number

Auckland, NZ

Auckland, New Zealand

• Reporting directly to the CFO, the role is responsible for oversight of the market risk and middle office functions within Genesis.
• Leading the development of the Genesis wholesale market risk modelling function, including building open and closed form risk models which cover a range of industry specific and standard derivatives.
• Leading the preparation and delivery of the monthly Portfolio Risk Oversight Committee reporting to the CEO, CFO, and CWO.
• Developing the internal transfer pricing methodology.
• Representing the finance team as a subject matter expert as part of internal technology transformation projects.
• Overseeing the processes and controls surrounding the credit and trading teams, including external compliance and regulatory reporting.

See Market Risk Lead role above.

Auckland, New Zealand

• Building discounted cash flow models for asset backed derivatives and energy industry insurance-like contracts (MSO’s).
• Assisting in managing key business modelling assumptions such as WACC.
• Leading the modelling centre of excellence and training junior staff.
• Valuing the wholesale derivative portfolio for reporting periods, preparing notes for the financial statements.
• Managing the middle office reporting process.Technical Skills: Python, SQL, Excel, VBA

Sydney, New South Wales, Australia

• Market making futures and options during the Japanese market day and night session via HFT and OTC dealing.
• Implementing algorithmic trading strategies focusing on direct arbitrage, statistical arbitrage, microstructure inefficiencies, momentum, and regression.
• Researching option pricing and volatility management models.
• Managing parametric risks (option Greeks) and foreign exchange risks.
• Reconciling daily profit and loss statements, trading positions and brokerage accounts.