Market Risk Manager, Credit & Capital Markets

Full Time

Madison-Davis

EXTERNAL CLIENT ROLE

Overview:

The position is within Market Risk Management which is responsible for managing trading and fair value banking book risk. MRM carries out this responsibility independently providing a comprehensive view of market risks to Senior Management. The candidate will ensure that Business units of the Bank optimize the risk-reward relationship and do not expose the firm to unacceptable losses. We are looking for a Self-motivated professional who can work well in a fast paced environment, collaborating within a team, and interacting with traders, quants, research, etc. on a daily basis. Prior experience with fixed income products are preferred.

What We Offer You:

· We offer competitive health and wellness benefits, empowering you to value life in and out of the office

· Retirement savings plans, parental leave, and other family-friendly programs

· An environment that encourages networking and collaboration across functions and businesses

· Active engagement with the local community through specialized employee groups

Key Responsibilities:

· Set appropriate Risk Appetite for each business level. Support CCAR quarterly, semi-annual, and annual reporting requirements. Evaluate portfolio capital efficiencies and identify positions with material RWA and stress utilizations.

· Ability to understand risk contributors and drivers of VaR, Economic Capital and Stress.

· Monitor daily limit utilizations, evaluate limit frameworks and communicate risk exposure and breaches to front office and senior risk management.

· Analyze stress test scenarios and direct hedging strategies based on economics, VaR, stress test and capital efficiencies. Advise business on stress/capital capacity allocations and hedging strategies.

· Ensure internal and external governance policies are being effectively applied. Review and Approve Leverage Finance deals in underwriting committee meetings.

· Liaise with trading desks with respect to exposures, new business and market activity.

Skills & Qualifications:

· Bachelor’s Degree or Equivalent experience

· Strong experience in markets-related roles with an emphasis on market risk management.

· Expectation to challenge the pricing, flexing and hedging strategies for new issuance based on market dynamics, realized new issuance volatilities and potential risk development

· Some knowledge of credit risk analysis with keen insights into what is driving credit exposures.

· Ability to run projects independently and build strong relationships across the bank.

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