VP, Market Risk Manager – Securitization, Commercial Real Estate, Structured Credit, Distressed & Capital Markets

Full Time

International Banking Client

Office Status: Hybrid – 2 to 3 days a week

Compensation: $120,000 to $200,000


  • Set appropriate Risk Appetite for each business level. Sit with the traders and monitor and manage risk real time on a day-to-day basis
  • 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, Value at Risk (VaR), stress test, and capital efficiencies. Advise business on stress/capital capacity allocations and hedging strategies
  • Ability to understand risk contributors and drivers of VaR, economic capital, and stress; support Comprehensive Capital Analysis Review (CCAR) quarterly, semi-annual, and annual reporting requirements.
  • Evaluate portfolio capital efficiencies and identify positions with material Risk Weighted Assets (RWA) and stress utilizations
  • Ensure internal and external governance policies are being effectively applied. Review and approve Leverage Finance deals in underwriting committee meetings
  • Liaise daily with trading desks with respect to exposures, new business, and market activity
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