Hybrid NY Equities Market Risk VP — Derivatives & VaR

Madison-Davis, LLC; New York (NY); Hybrid; USD 150,000 - 185,000; Full time

Job summary

Madison-Davis, LLC seeks a VP of Market Risk Analytics (Equities) in hybrid New York, NY. The role focuses on building risk models for Flow and Structured Derivatives, including Greeks, VaR, and stress testing, with daily risk review and close collaboration with traders and risk managers.

Applicants should have 5-10 years in equities market risk or trading, strong programming skills, and the ability to engage a broad set of stakeholders across Risk, IT, and Front Office.

Qualifications

• 5-10 years of experience in equity market risk or trading.
• Deep knowledge of equity derivatives, volatility modeling, and risk metrics.

Responsibilities

• Develop, enhance, and maintain quantitative risk analytics and tools for equity derivatives risk across Flow and Structured Derivatives.
• Design and run stress and scenario analyses.
• Support Basel III and FRTB risk measurement and related metrics.

Skills

Equity derivatives

Volatility modeling

Quant programming

Analytical thinking

Stakeholder communication

Job description

Madison-Davis, LLC seeks a VP of Market Risk Analytics (Equities) in hybrid New York, NY. The role focuses on building risk models for Flow and Structured Derivatives, including Greeks, VaR, and stress testing, with daily risk review and close collaboration with traders and risk managers.

Applicants should have 5-10 years in equities market risk or trading, strong programming skills, and the ability to engage a broad set of stakeholders across Risk, IT, and Front Office.