Market Risk, Vice President
Core
Monitoring and managing market and liquidity risk across all asset classes and portfolios, developing risk methodologies, and producing internal, client, and regulatory reports.
Role type
Vice President, Market Risk (Senior IC)
Builds
Risk management frameworks, quantitative investigations, and systematic daily risk control processes for firm-managed investments.
Domain
Asset Management / Financial Risk
Deliverable
production ML models
Required skills
Market risk metrics (VaR, Greeks), quantitative research, Python, limits monitoring, stress testing, scenario analysis, model review, cross-asset class knowledge
Preferred skills
None stated
Technologies
Python
Responsibilities
Monitor investment and market risk across portfolios and asset classes; Support daily risk review processes including limits monitoring and escalation; Conduct quantitative research to develop and improve risk management methodologies; Review and record risk determinations; Organize and manage internal risk reports; Support daily systematic risk control processes and manage exceptions; Review different types of models including alpha generating and portfolio management models.
Seniority
Vice President, Senior
