Executive Director - Market Risk Manager, Head of XVA Coverage, US (Risk Management)
Core
Senior leadership and strategic oversight of XVA-related market risks (CVA, FVA) across the Firm, including governance, escalation, framework ownership, and people leadership.
Role type
Executive Director / Head of XVA Coverage (Market Risk)
Builds
XVA market risk framework, limit structures, and risk metrics for the Firm
Domain
Global Investment Banking / Financial Risk Management
Required skills
XVA market risk expertise, financial products knowledge, senior judgement, people leadership, stakeholder management, stress testing, limit setting
Preferred skills
Experience in counterparty risk or trading risk within a global investment bank
Technologies
Risk management frameworks, stress testing tools
Responsibilities
Provide executive-level oversight of XVA market risk exposures; Lead the US XVA Coverage team (7 managers in NY and Budapest); Own and evolve the XVA market risk framework; Act as escalation point for material risk issues; Represent XVA market risk in senior governance forums and regulatory interactions; Set strategy, priorities, and coverage standards for the team.
Seniority
Executive Director, Senior Leadership
