In Business Risk Manager Vice President NEW YORK

Responsibilities: Identify and quantify key market risks within trading inventory, considering market context and concentrations. Communicate risk dynamics to Head of IBR and senior trading heads. Own RWA monitoring and analytics across trading portfolios, identifying drivers and concentration risks. Support the FRTB program (IMA, SA readiness, data analytics, model performance) and regulatory engagement. Understand risk appetite and capital framework to optimize risk allocation. Track product performance and drivers of market movements to form forward-looking risk views. Translate risk, P&L, and market data into actionable insights for first-line risk monitoring. Assist Head of IBR and Business Heads in ROE analysis and adherence to risk appetite. Collaborate with 2nd Line of Defense to size risk limits and monitor utilization. Drive development of analytics tools and risk monitoring frameworks with Tech, Quants, and IBR teams. Support regulatory inquiries and deliverables related to FRTB. Provide mentorship to junior team members and ensure high-quality analytics output.

Key requirements: 5-10 years of experience in Fixed Income Trading or Structuring/Quantitative Analysis with a focus on Market Risk Familiarity with risk management frameworks and ability to extract insights from metrics (e.g., HVaR) Broad cross-asset class product and market knowledge Strong analytical, quantitative, and numerical skills with attention to detail Advanced Python and SQL programming; open to AI adoption Clear written and verbal communication with senior stakeholders Excellent interpersonal skills to collaborate with desks, 2nd line risk, and tech partners Self-motivated, inquisitive, and passionate about financial markets and trading Bachelor’s or Master’s degree in a quantitative field (Finance, Economics, Engineering, Statistics) Experience in regulatory interactions and risk framework implementation (FRTB) Strong communication with senior stakeholders Collaborative mindset across frontline, second line, and technology Curiosity and self-motivation Python SQL FRTB (IMA, SA readiness)