VP, Market Risk – Rates/FX & Credit Trading

Natixis Corporate & Investment Banking; New York (NY); On-site; USD 165,000 - 185,000; Full time

Job summary

Natixis in New York's Market Risk Department seeks a VP Market Risk Manager to provide independent oversight across the Americas Platform, focusing on Rates/FX and Credit Trading. You will identify, analyze, and manage market risk exposures, acting as a trusted second line of defense.

Lead risk frameworks, collaborate with Front Office, and drive initiatives across rates and credit, using VBA, Python, and Power BI to enhance P&L and risk processes.

Qualifications

• Bachelor’s degree in Finance, Economics, or a related quantitative field.
• Deep expertise in the risks inherent in rates trading, complemented by advanced knowledge in at least one other major asset class (FX or Credit).
• Proven hands-on experience with sophisticated pricing and valuation models.
• High proficiency in VBA, C#, SQL, and Python.
• Solid understanding and practical application of risk analysis tools and methodologies, including Stress Testing, VaR, and Expected Shortfall.
• Exceptional ability to manipulate, analyze, and synthesize complex data into clear narratives for diverse audiences.
• Sharp analytical acumen and proactive problem-solving.
• Minimum of six years of progressive experience within the financial industry.

Responsibilities

• Drive strategic risk management for US Rates/FX and Credit Trading.
• Proactively identify and escalate emerging risks and vulnerable positions.
• Shape and refine our limits framework and controls for governance.
• Lead or contribute to strategic projects across Rates and Credit.
• Partner with Front Office to enable new business through New Products Committee.
• Support policy and governance through Market Risk Committee documents.
• Collaborate with internal audit, regulator bodies, and inspections.
• Innovate risk technology using VBA, Python, and Power BI.
• Maintain cross-functional communication with Front Office and Risk teams.

Skills

VBA

C#

SQL

Python

Data analysis

Communication

Leadership

Education

Bachelor’s degree in Finance, Economics, or related quantitative field

Tools

Stress Testing

VaR

Expected Shortfall

Job description

Natixis in New York's Market Risk Department seeks a VP Market Risk Manager to provide independent oversight across the Americas Platform, focusing on Rates/FX and Credit Trading. You will identify, analyze, and manage market risk exposures, acting as a trusted second line of defense.

Lead risk frameworks, collaborate with Front Office, and drive initiatives across rates and credit, using VBA, Python, and Power BI to enhance P&L and risk processes.