Market Risk Manager - Capital Markets, VP
Core
Provide second-line oversight of capital markets products for trading and banking books, ensuring risk analysis, limit management, and regulatory compliance.
Role type
Senior IC market risk manager (capital markets)
Builds
Risk oversight frameworks, limit structures, and regulatory reports for capital markets trading and banking books
Domain
Financial services, capital markets, regulatory risk
Required skills
capital markets product expertise, balance sheet interest rate risk management, risk limit establishment, regulatory compliance (US/EU), financial instrument knowledge, risk measurement methodology development, senior management reporting
Preferred skills
CFA or FRM designation, graduate degree in quantitative field
Technologies
risk modeling tools, financial data systems
Responsibilities
Provide independent assessments of balance sheet interest rate risk management frameworks; establish and maintain risk limits and controls; validate position data and risk calculations; review and challenge first-line risk profiles; develop and improve risk measurement methodologies; prepare analyses for senior management, audit, and regulators
Seniority
VP level, hands-on IC
