VP US Rates Market Risk Leader — Hybrid NY

Madison-Davis; New York (NY); Hybrid; USD 125,000 - 223,000; Full time

Job summary

Madison-Davis, LLC seeks a Vice President to lead US Rates Market Risk Management on a hybrid basis in New York. You will oversee risk monitoring, stress testing, VaR, and governance across Repo, Treasuries, Swaps, and related products, partnering with traders and business partners to deliver independent risk insight.

The role demands deep rates product knowledge, daily P&L analysis, risk analytics, and the ability to communicate challenges to senior stakeholders while driving continuous

Responsibilities

• Develop, implement, and maintain the risk control framework for the US Rates business across Repo, Treasuries, Swaps, Options, Inflation, RMBS, Munis, Affordable Housing Loans, and related products.
• Perform daily monitoring of risk, stress, and VaR exposures; track P&L drivers daily.
• Develop and implement new stress testing analyses to quantify the range of risks the desk runs; keep abreast of latest market developments and assess their implications for desk positions and exposures.
• Liaise directly with trading desks on exposures, new business initiatives, and market activity; drive risk management infrastructure development in partnership with Trading, Finance, Technology, and other control functions.
• Ensure internal and external governance policies are effectively applied across the US Rates business; provide independent challenge and clear risk insight to senior stakeholders supporting informed decisions across the franchise.
• Influence senior stakeholders across Trading, Finance, Technology, and control functions to deliver sound risk decisions; drive continuous improvement of risk frameworks, analytics, reporting, and governance processes.
• Leverage AI tools and quantitative capabilities to enhance productivity, optimize risk workflows, and solve business problems while applying critical judgment to ensure responsible and ethical use of data and AI outputs.
• Develop team capability through coaching, knowledge sharing, constructive challenge, and clear accountability

Job description

Madison-Davis, LLC seeks a Vice President to lead US Rates Market Risk Management on a hybrid basis in New York. You will oversee risk monitoring, stress testing, VaR, and governance across Repo, Treasuries, Swaps, and related products, partnering with traders and business partners to deliver independent risk insight.

The role demands deep rates product knowledge, daily P&L analysis, risk analytics, and the ability to communicate challenges to senior stakeholders while driving continuous