VP - Risk
Core
Provide effective market risk oversight of the xVA desk, develop independent views on market conditions and risk methodologies, and establish risk policies and controls for trading portfolios.
Role type
VP, Market Risk (xVA & Capital Optimization)
Builds
Risk oversight, policies, stress tests, and regulatory compliance for trading desks
Domain
Financial Services / Capital Markets / Risk Management
Required skills
Market risk oversight, xVA methodology, capital markets knowledge, derivatives expertise, stress testing, regulatory landscape understanding, risk measurement concepts (VaR, FRTB, SA-CVA), P&L attribution, performance analysis, governance, control, risk management behaviors
Preferred skills
CFA or FRM certification, deep capital markets knowledge, advanced critical thinking, analytical and problem solving skills
Technologies
VaR, FRTB, SA-CVA, stress testing tools
Responsibilities
Provide market risk oversight of the xVA desk, develop market risk policy for the relevant trading business, design stress tests and scenarios, analyze new product requests to establish risk limits, communicate risk issues to all levels of the organization, provide coaching and mentorship within the team, assist in identification of key market risks and determine appropriate risk metrics, facilitate design of stress tests, provide periodic analysis and commentary of key market risks for senior management review
Seniority
VP, strategic leadership & oversight