VP, Market Risk (Rates & Options) jobs in United States
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Madison-Davis, LLC · 2 weeks ago

VP, Market Risk (Rates & Options)

positionNYC Metro Area
timeFull-time
remoteHybrid
senioritySenior Level
money$160K/yr - $225K/yr

Madison-Davis, LLC is partnering with a leading global financial institution that’s expanding its U.S. markets platform. They are seeking a VP-level Market Risk Manager to support its growing Rates business, focusing on options and non-linear products, while shaping risk strategy and driving analytics and controls.

Human ResourcesInformation TechnologyStaffing Agency
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Growth Opportunities
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H1B Sponsor Likelynote

Responsibilities

Oversee daily risk management and control processes across the U.S. Rates business, spanning repos, government debt, swaps, options, structured products, and municipal-related exposures
Review and validate daily risk, stress, and VaR outputs, ensuring completeness, accuracy, and alignment with business activity
Interpret P&L drivers and market movements to proactively highlight emerging risks
Build and enhance stress-testing methodologies to better capture nuanced basis risks across the desk
Partner directly with trading and cross-functional teams on risk reviews, new product initiatives, and governance requirements
Support calibration of risk limits, appetite settings, and reporting enhancements to strengthen overall framework effectiveness
Stay current on macro trends, market developments, and regulatory expectations to anticipate potential impacts on desk positioning
Drive efficiency by streamlining processes, reporting, and analytics within the risk infrastructure
Ensure adherence to internal policies, regulatory standards, and broader enterprise governance requirements
Provide guidance to junior team members, promoting high standards and a strong risk culture

Qualification

Market Risk ManagementOptions AnalysisStress TestingRisk Framework DevelopmentP&L InterpretationRegulatory ComplianceAnalytical SkillsTeam LeadershipCommunication Skills

Required

Experience in market risk management, specifically in Rates and Options
Strong understanding of complex interest rate options, volatility products, and structured trades
Proven ability to oversee daily risk management and control processes
Experience in reviewing and validating risk, stress, and VaR outputs
Ability to interpret P&L drivers and market movements
Experience in building and enhancing stress-testing methodologies
Strong partnership skills to work with trading and cross-functional teams
Experience in supporting calibration of risk limits and reporting enhancements
Knowledge of macro trends, market developments, and regulatory expectations
Ability to drive efficiency in processes, reporting, and analytics
Experience ensuring adherence to internal policies and regulatory standards
Ability to provide guidance to junior team members

Company

Madison-Davis, LLC

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Madison-Davis is a staffing and recruiting company offering financial services.
dateFounded in 1982
location
Tarrytown, New York, USA
people-size51-200 employees
web-link
http://tmdg.com

H1B Sponsorship

Madison-Davis, LLC has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (22)
2024 (15)
2023 (8)
2022 (3)
2021 (1)

Funding

Current Stage
Growth Stage

Leadership Team

I
Ian Stewart
Founder and Advisor
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Company data provided by crunchbase