VP - Risk
Core
Lead market risk oversight and control for the XVA desk and trading portfolios, ensuring accurate assessment of key market risks and regulatory compliance.
Role type
VP, Market Risk (Senior IC with leadership scope)
Builds
Risk policies, stress tests, and risk control frameworks for 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, regulatory compliance (CVA, FRTB), stress testing, P&L attribution, risk policy design
Preferred skills
CFA or FRM certification, deep expertise in derivatives and hedging strategies
Technologies
VaR, FRTB, SA-CVA, stress testing frameworks
Responsibilities
Provide effective market risk oversight of the xVA desk; Develop market risk policy and design stress tests; Analyze new product requests to establish risk limits; Communicate risk issues to front office and senior management; Provide coaching and mentorship within the Market Risk team
Seniority
VP, strategic leadership and team oversight