Market Risk Specialist (5113)
Core
Provide effective market risk oversight of the xVA desk, develop independent views on market conditions and risk positions, and design stress tests for trading strategies.
Role type
Senior Market Risk Specialist (xVA)
Builds
Risk policies, stress test scenarios, and risk limit controls for derivatives trading desks.
Domain
Financial Services / Capital Markets / Risk Management
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Market risk oversight, XVA methodology, capital markets knowledge, derivatives expertise, VaR calculation, FRTB framework, SA-CVA, stress testing, regulatory landscape analysis, product risk analysis, risk limit setting, data analysis
Preferred skills
CFA charter, FRM charter
Technologies
None stated
Responsibilities
Provide market risk oversight of the xVA desk, develop independent views of market conditions and risk positions, maintain contact with front office regarding trading strategies and P&L, develop market risk policy and design stress tests, analyze new product requests for risk limits, communicate risk issues to the organization, provide coaching and mentorship
Seniority
Senior, hands-on IC