US Rates - Rates Market Risk Manager – Vice President
Core
Ensure effective risk management and oversight of the US Rates business (Repo, Treasuries, Swaps, Options, Exotics, RMBS, Munis) by providing independent challenge and clear risk insight to senior stakeholders.
Role type
Vice President, Rates Market Risk Manager
Builds
Risk control frameworks, stress testing analyses, and risk management infrastructure for the US Rates franchise.
Domain
Financial Services / Fixed Income / Rates
Required skills
Market risk management, Rates products (Repo, Treasuries, Swaps, Options, RMBS, Munis), Critical thinking, Data analysis, Integrity, AI tool leverage
Preferred skills
Independent work, Multi-priority management, Complex transaction structure explanation
Technologies
AI tools
Responsibilities
Develop and maintain risk control framework, Monitor daily risk and VaR exposures, Develop stress testing analyses, Liaise with trading desks on exposures and new business, Drive continuous improvement of risk frameworks and governance.
Seniority
Vice President, Senior Leadership