VP, Senior Risk Management Specialist

Office Status: Hybrid

Salary:  $137,000 to $181,000

Responsibilities:

• Performs data analysis and reports Market Risk related matters to the RMDAD Market Risk and CM Risk Management.
• Monitors daily risk and limit compliance reports and engages with the Trading desk to understand and monitor desk activities and risk changes.
• Designs and develops necessary risk tools and models to enable efficient and in-depth analysis.
• Responsible for regulatory projects and efforts as prescribed within FRB, FINRA, NFA and CFTC requirements. Displays familiarity with regulatory requirements (FRTB etc.) and is able to coordinate across teams for timely and accurate delivery.
• Assists Risk Head in measurement and monitoring function within the market risk framework to meet regulatory requirements and industry best practices.
• Assists Risk Head in performing annual and ad hoc market risk governance requirements including periodic review and assessment, certification, validation etc. as required by policy.
• Liaises with the Analytics and model validation teams to ensure model output by participating in testing and development within defined model governance framework.