Senior Market Risk Manager
Core
Independent measurement, monitoring, analysis, and oversight of market risk for equity derivatives trading activities.
Role type
Senior Market Risk Manager (IC)
Builds
Risk analytics, governance materials, regulatory reports, and model validation outputs for equity derivatives portfolios.
Domain
Capital Markets / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Equity derivatives expertise, quantitative risk analytics, VaR and stress testing, model monitoring and back-testing, regulatory reporting, limit oversight, risk factor analysis (Greeks, volatility, correlation), data quality management, stakeholder communication
Preferred skills
Advanced quantitative finance knowledge, Python/SQL/VBA proficiency, experience with MSCI RiskMetrics/Bloomberg/WSS/Fidesa, FRTB/Basel/Volcker Rule knowledge, model validation experience
Technologies
Python, SQL, VBA, Excel, MSCI RiskMetrics, Bloomberg, Wall Street Systems (WSS), Fidesa, Calypso
Responsibilities
Review daily risk reports (VaR, Greeks, P&L) to identify material changes; Analyze key risk drivers including volatility surface and basis risk; Support design and validation of market risk methodologies; Perform model monitoring and benchmarking; Partner with front office and control functions to resolve data/model issues; Prepare governance materials for senior management and regulators; Monitor compliance with risk appetite and regulatory limits
Seniority
Senior, hands-on IC
