Market Risk/Credit Risk (SA-VP level)
Core
Establish and manage market/credit risk management systems, limits, and quantitative models to measure, monitor, and report risks for new products and businesses.
Role type
Senior IC market/credit risk manager
Builds
Market/credit risk management systems, risk limits, and quantitative models
Domain
Financial services / Investment banking / Securities
Deliverable
production ML models
Required skills
quantitative analysis, risk modeling, statistical analysis, product risk rating, limit management
Preferred skills
FRM, CFA, CPA
Technologies
risk measurement models
Responsibilities
Establish market/credit risk management systems and rules; manage market/credit risk limits; manage quantitative models and risk capital; lead risk assessment for new products and businesses
Seniority
Senior, hands-on IC
