Market Risk Manager – VP 22 views1 application

Market Risk – VP

NYC based bank is looking for a market risk manager that is responsible for assisting with overseeing a multi-asset derivatives business: understanding and explaining changes in VaR and risk sensitivities, creating and running scenario’s as necessary, and able to analyze and work with trading to resolve limit related issues and breaches.


  • Responsible for explaining changes in daily VaR and SVaR as well as changes in risk sensitivities due to new trades and linear and non-linear market moves.
  • Provide ad-hoc analyses as necessary, including correlation analyses, time-series analysis, and XVA related analyses.
  • Work closely with department head on coordinating and managing BHC related efforts as well as any vendor related implementations.
  • Manage production of market risk limits and breach reporting as well as necessary resolution plans to be executed by the front office.
  • Design scenario, stress testing, and other analyses in order to determine portfolio weaknesses and potential risk exposures.

Qualified candidates will require:

  • 6-8 years Market Risk Management experience.
  • Demonstrable quantitative and analytical skills.
  • Master’s degree in a quantitative field.
  • Strong attention to detail, self-learner, can develop creative solutions to new problems.
  • Ability to work under pressure with tight time schedules in a trading desk environment.
  • Some programming skills preferred.
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  • Address New York
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