In-Business Risk for Equity Derivatives, Vice President

Responsibilities: Develop an end-to-end counterparty credit risk framework for Equity products Leverage AI and programming to assimilate data and build core risk capabilities Create and use risk tools for exposure measurement, monitoring and management Perform routine and customized risk analyses and present findings to senior management Oversee client trading activity, set margin levels, monitor portfolios to control risk Conduct trade and portfolio risk analysis including stress tests and margin adequacy Collaborate with Structuring, Trading, Sales, and Risk to drive risk solutions Develop intraday risk controls and processes Coordinate with Market Risk, Quant (MQA), and stress test teams to model overnight/intraday exposure (VaR, stresses, sensitivities, costs)

Key requirements: 2-7 years of Quantitative, Risk or Capital Markets experience in equities, derivatives, or related areas Quantitative and statistical modeling experience with financial products Experience actively managing risk (1LoD) in institutional settings Working knowledge of Equity products and related derivatives Analytical thinking with attention to detail Cross-functional collaboration Excellent written and verbal communication Quantitative modeling Scenario stress testing AI/LLM acumen