Market Risk Manager
Core
VP-level Market Risk Manager providing independent oversight and strategic risk management for Rates/FX and Credit Trading businesses across the Americas Platform.
Role type
VP level Market Risk Manager (Second Line of Defense)
Builds
Risk governance frameworks, stress testing scenarios, and new product risk controls for Rates, FX, and Credit.
Domain
Financial Services / Market Risk / Rates & FX & Credit
Required skills
Rates trading risk expertise, FX or Credit asset class knowledge, sophisticated pricing and valuation models, Python, VBA, C#, SQL, Stress Testing, VaR, Expected Shortfall
Preferred skills
Leadership potential, mentoring ability, creative problem-solving, proactive mindset
Technologies
VBA, Python, Power BI, C#, SQL
Responsibilities
Champion risk management for US Rates/FX and Credit Trading; Identify and escalate emerging risks and vulnerabilities; Evaluate and refine limits frameworks; Lead strategic projects across Rates and Credit; Partner with Front Office for new business setups; Shape local and Head Office Market Risk Committee documents; Collaborate with internal audit and regulatory bodies; Implement enhancements to P&L and Risk processes and systems.
Seniority
VP level, strategic oversight with hands-on technical contribution