VP Market Risk Analytics (Equities)

Madison-Davis, LLC; New York (NY); Híbrido; USD 150 000 - 185 000; Tempo integral

Resumo da oferta

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.

Qualificações

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

Responsabilidades

• 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.

Conhecimentos

Equity derivatives

Volatility modeling

Quant programming

Analytical thinking

Stakeholder communication

Descrição da oferta de emprego

Title: VP Market Risk Analytics (Equities) Office Status: Hybrid New York, NY Base Salary: $150k $185k + Bonus

ABOUT THE ROLE

This Vice President opportunity sits within the Market Risk function of a leading global financial services group, offering a quantitative, analytics-driven seat covering the US Equities desks with a primary focus on Flow and Structured Derivatives. The role centers on building and applying the risk models, stress frameworks, and analytic tools used to measure and oversee equity derivatives risk. This includes Greeks, VaR, stress testing, and Basel III and FRTB metrics, supported by daily review of risk positions and active dialogue with traders and senior risk managers. Working closely with the front office and with corporate functions such as MVG, IPV, IT, and Operations, as well as Credit Risk on committee and transaction approvals, this is an ideal fit for a quantitatively minded equities market risk or trading professional with 5-10 years of experience who combines deep equity derivatives and volatility modeling knowledge with strong programming and analytical skills and the communication ability to engage a wide range of stakeholders inside and outside of Risk.

RESPONSIBILITIES

• Develop, enhance, and maintain quantitative risk analytics, models, and tools used to measure and monitor equity derivatives risk across Flow and Structured Derivatives, including Greeks, VaR, and stress methodologies
• Design and run stress and scenario analyses
• Assess the adequacy of risk metrics and model assumptions, and support Basel III and FRTB-related risk measurement
• Review daily risk exposures and P&L drivers across the US Equities desks
• Produce a daily recap of markets, P&L, and risk, and use model output to explain position and exposure changes
• Evaluate risk in equity exotics and structured products (barriers, autocallables, range accruals) and apply knowledge of volatility pricing models to challenge desk risk measures
• Discuss risk exposures and concerns with senior risk managers and traders
• Escalate risk issues to senior risk managers as needed
• Build and maintain risk reports, dashboards, and automated analytic tools to support effective monitoring and oversight of the equities business
• Partner with the front office to assess risk and business strategy, and with corporate functions including MVG, IPV, IT, and Operations on model, data, and valuation matters