Assistant Vice President, Market Risk Management
Core
Provide governance to first-line risk teams on new product launches, methodology changes, and model parameter reviews; establish group model risk governance frameworks and financial risk policies.
Role type
Senior IC quantitative risk manager (market/liquidity risk)
Builds
Group-level clearing house risk management frameworks, methodologies, and policies
Domain
Financial markets / Capital markets / Risk management
Deliverable
production ML models
Required skills
Quantitative risk modeling, Derivatives pricing, Sensitivity analysis, Financial product knowledge, Regulatory liaison, Cross-functional project leadership, Data management, Policy development
Preferred skills
Programming (Matlab/Python/VBA/SQL), Market risk management, Liquidity risk management
Technologies
Matlab, Python, VBA, SQL
Responsibilities
Develop and enhance clearing house risk management frameworks and policies; Lead projects in quantitative risk management; Collaborate with model validation teams to facilitate model validation; Review methodology changes and model parameters; Manage group-level financial risk data
Seniority
Senior, hands-on IC