Senior Front-Office Cross-Asset Market Risk Director

Selby Jennings; New York (NY); On-site; USD 220,000 - 320,000; Full time

Job summary

Selby Jennings is seeking a Director-level Front Office Cross-Asset Market Risk Manager in New York to join a leading Investment Bank's Global Markets business. The role centers on risk-taking, capital allocation, and return optimization across multi-asset platforms.

You will sit in the first line of defense, reporting to senior trading and risk leaders and shaping risk and capital decisions globally with direct access to the Head of the team.

Qualifications

• 10-15+ years of experience in Fixed Income Trading or Non-Linear Rates Market Risk.
• Deep knowledge of Greeks and risk metrics such as VaR and stress testing.
• Strong communication and relationship-building skills with senior stakeholders.
• Ability to understand complex mathematical problems and translate outputs into actionable insights.

Responsibilities

• Act as a key front office risk partner to Global Markets with a forward-looking view of risks.
• Identify, quantify, and challenge market risks within the trading inventory and portfolios.
• Analyze return on capital and help design hedging strategies for risk-adjusted returns.
• Collaborate with independent risk teams and tech to build analytics and risk monitoring tools.

Skills

Front Office risk partner

Strong communication

Mathematical modelling

Risk management

Job description

Selby Jennings is seeking a Director-level Front Office Cross-Asset Market Risk Manager in New York to join a leading Investment Bank's Global Markets business. The role centers on risk-taking, capital allocation, and return optimization across multi-asset platforms.

You will sit in the first line of defense, reporting to senior trading and risk leaders and shaping risk and capital decisions globally with direct access to the Head of the team.