Manager, Structured Products Risk
Core
Perform independent risk analysis, design risk rating models, and manage approval workflows for structured products and complex instruments.
Role type
Manager, Structured Products Risk
Builds
Risk rating models and approval frameworks for investment products
Domain
Banking / Financial Services / Structured Products
Deliverable
production ML models
Required skills
Structured products analysis, OTC derivatives, risk rating model design, regulatory compliance, product complexity assessment, credit risk evaluation, stress testing, scenario analysis, mark-to-market monitoring, greeks exposure tracking
Preferred skills
Python, VBA, private banking experience, wealth management experience
Technologies
Excel, VBA, Python
Responsibilities
Perform independent risk analysis on structured products including payoff decomposition and pricing validation; Design and maintain risk rating models for various investment products; Monitor mark-to-market movements and greeks exposure; Ensure product risk activities comply with regulatory requirements; Prepare risk reports for Senior Management and Risk Committee
Seniority
Manager, hands-on IC