Senior Equity Derivatives Risk Leader

U.S. Bank; New York (NY); Hybrid; USD 170,000 - 200,000; Full time

Benefits offered by this job

Health insurance

Life insurance

Disability insurance

Parental leave

Retirement plan

Paid vacation

Paid holidays

Adoption assistance

Sick leave

Job summary

U.S. Bank is seeking a Senior Market Risk Manager to independently measure, monitor, and oversee market risk across equity derivatives trading activities. You will support risk identification, analytics, model performance monitoring, and governance materials for senior management.

The ideal candidate has 10+ years in market risk, with a master’s in a quantitative field and deep knowledge of equity derivatives and regulation. This role requires on-site work at U.S. Bank locations in the U.S.

Qualifications

• 10+ years of experience in Market Risk Management or related capital markets risk function.
• Hands-on experience with equity derivatives trading activities.

Responsibilities

• Provide independent market risk oversight for equity derivatives portfolios.
• Review VaR, Stress VaR, sensitivity, Greeks, P&L, concentration, liquidity and limit reports.
• Analyze key equity derivatives risk drivers: delta, gamma, vega, theta, skew, correlation, dividend risk.

Skills

Market risk management

Equity derivatives

Risk analytics

Regulatory reporting

Python/SQL

Communication

Stakeholder management

Model governance

Education

Master's degree in Mathematics/Quantitative Finance/Financial Engineering

Tools

MSCI RiskMetrics

Bloomberg

Wall Street Systems (WSS)

Calypso

Job description

U.S. Bank is seeking a Senior Market Risk Manager to independently measure, monitor, and oversee market risk across equity derivatives trading activities. You will support risk identification, analytics, model performance monitoring, and governance materials for senior management.

The ideal candidate has 10+ years in market risk, with a master’s in a quantitative field and deep knowledge of equity derivatives and regulation. This role requires on-site work at U.S. Bank locations in the U.S.