Role OverviewReporting to the Head of Market Risk, the VP - Risk will provide effective market risk oversight of the xVA desk, develop a strong independent view of current market conditions, and maintain close contact with TDS Front Office.
What You Will Do
The VP - Risk will analyze new product requests, design stress tests and scenarios, and provide periodic analysis and commentary of key market risks for senior management review.
Why It Might Be a Fit
The ideal candidate will have a minimum of five years of market risk or trading experience, deep capital markets knowledge, and excellent interpersonal, team building, and leadership skills.
Requirements
- Minimum of five years of market risk or trading experience
- Deep capital markets knowledge with expertise in market risk and control functions covering derivatives, sales/trading/hedging strategies with a particular focus on XVA and CCR
- Solid understanding of risk measurement concepts and methodologies including VaR, FRTB, SA-CVA, Stress Testing etc.
- Excellent interpersonal, team building and leadership skills
- Undergraduate or graduate degree in Finance, Economics, Mathematics, or other relevant discipline
Benefits
- Base salary and variable compensation/incentive awards
- Health and well-being benefits
- Savings and retirement programs
- Paid time off (including Vacation PTO, Flex PTO, and Holiday PTO)
- Banking benefits and discounts
- Career development
- Reward and recognition
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