Vice President, Market Risk Manager
Monitor market risk of U.S. Rates trading business through analysis of various market risk metrics like Value at Risk (VaR), Stress VaR and other risk measures. Analyze market risk limits and recommend VaR and other market risk measure limits for the business per the business plan and current macro market scenarios. Monitor limits usage and coordinate with front office to resolve excess and high utilization of limits. Perform re-trade analysis for transactions and estimate impacts on top-level market risk. Report daily to senior management. Develop and run stress scenarios. Review, enhance and sign off on market risk models. Analyze the Banks global legal entity structure and trade booking operations to develop strategies to reduce market risk across entities. Identify key risks and mitigating factors on potential investments. Resolve queries from regulators including the Securities and Exchange Commission and Commodity Futures Trading Commission. Requirements:Bachelors Degree in Business, Finance or Risk Management, plus five years of progressive post-Bachelors experience in the offered position or as Market Risk Associate for a global bank or financial institution.* *All required experience must have included: performing market risk reporting and analytics for U.S. Rates trading or market risk trade credit products including US Treasury bonds, interest rate swaps, and swaptions; monitoring and analyzing market risk metrics including VaR, Stress VaR, economic capital, regulatory capital; recommending market risk measure limits based on business plan and macro market scenarios; resolving excess and high utilization of limits; and reviewing, enhancing and providing sign-off on VaR, Stress VaR and FRTB market risk models. This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from another U.S. location. #LI-DNI E-mail rsum to: [email protected]. Ref. #01157.
Recommended Jobs
Marketing Lead
About the Company Synergy by AccessFintech is a network powered by data and intelligence that transforms post-trade collaboration, uniting over 250 Buy-Side, Sell-Side, Asset Servicers, and OMS plat…
Cheese Shop adjunct Manager - Wallkill
Do you love cheese!? Cheese Shop adjunct Manager - Wallkill Cheese Shop adjunct Manager: Position requires at least 2-3 years of food retail practice in a high-volume, professional setting. …
Software Engineer, Backend
Mirage is an AI-native video platform that intelligently orchestrates production and editing through natural language. Our models leverage contextual awareness to execute the same creative decisions …
Assistant Branch Manager
Position Title: Assistant Branch Manager Department: Management Supervisor: Branch Manager FLSA: Exempt Position Summary: Ensure efficient operation of the Branch to ensure customer …
Front Desk Operations
Front Desk Operations - Customer Service Representative: NYC, Long Island, NY, Hoboken, NJ, Greenwich, CT alts | Alteration Specialists is looking for a Front Desk Operations Representative Alt…
Retail Associate
Overview: Bethel Woods Center for the Arts is seeking Seasonal Part-time Retail Associates in Bethel, NY. Sales Associates work in our Museum Store, as well as in pop-up locations on concert an…
Line Cook
Job description: Tribeca Rooftop & Tribeca 360° are high-profile, high-volume, upscale events & catering establishments located in New York City. We are seeking part-time line cooks to enhance our e…
Medical adjunct (OBGYN/Orthopedics) - Urgent Need
Medical adjunct (OBGYN/Orthopedics) - Urgent Need Job Ad: Medical adjunct (OBGYN/Orthopedics) - Urgent Need Job location: Mount Kisco, NY Schedule: Monday to Friday, 8:00 am to 5…
Dispatcher
Great company. Great people. Great opportunities. If you’d like the chance to make your mark with the world’s largest equipment rental provider, come build your future with United Rentals! …
CT Technologist - Radiology/Cardiology - New York, NY
Job Title: CT Technologist Shift: Mid 3x12-Hour (14:30 - 00:00) Hours: 36 hours/week Start Date: 04/20/2026 Department: CT Tech Responsibilities: Perform CT imaging procedures in…