SVP / Director Derivatives Risk Analytics, Futures & Options
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Overview
Remote
On-site
Compensation
$220,000-$220,000/year
Job Description
Title: SVP / Director Derivatives Risk Analytics, Futures & OptionsOffice Status: Hybrid Chicago, ILBase Salary: $220k $260k + BonusABOUT THE ROLEThis SVP / Director-level opportunity offers a derivatives-focused market risk analytics role covering futures and options on futures, within the risk management organization of a well-established, self-clearing FINRA member broker-dealer and registered Futures Commission Merchant (FCM). The role blends quantitative risk modeling, portfolio-level stress and scenario analysis, and system calibration an ideal fit for a derivatives risk professional who combines strong product and pricing intuition across futures and options with hands-on SQL and quantitative analytics skills, and who thrives working across complex, fast-moving portfolios.RESPONSIBILITIES
- Monitor and analyze derivatives portfolio risk across futures and options on futures;build and maintain quantitative risk models and reporting for daily and management-level risk packages
- Design and maintain SQL queries and relational databases to support risk analytics, scenario modeling, and automated reporting workflows
- Issue intraday and overnight margin calls and risk limit breach notifications;investigate and resolve related inquiries and disputes
- Calibrate risk models, pricing/margin methodologies, and reporting infrastructure used in daily and management risk monitoring
- Design and conduct stress testing, scenario analysis, and liquidation modeling;evaluate intraday and overnight P&L and stress results to identify portfolio-level risk concentrations and recommend protective measures
- Conduct default management analysis and reporting across major U.S. Futures exchanges and clearinghouses
- Set and monitor quantitative limits contract, margin, risk, and exchange-level credit limits across covered derivatives asset classes
- Develop and maintain risk models, policies, and methodologies aligned with derivatives regulatory frameworks (SEC, FINRA, NFA/CFTC)
- Perform other duties as assigned by senior management
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FAQs About SVP / Director Derivatives Risk Analytics, Futures & Options Jobs at Madison-Davis
What is the work location for this position at Madison-Davis?
This job at Madison-Davis is located in Chicago, IL, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.
What pay range can candidates expect for this role at Madison-Davis?
Candidates can expect a pay range of $220,000 and $220,000 per year.
What employment applies to this position at Madison-Davis?
The employer has not provided this information. This may be discussed during the hiring process.
What is the process to apply for this position at Madison-Davis?
You can apply for this role at Madison-Davis either through Sonara's automated application system, which helps you submit applications 10X faster with minimal effort, or by applying manually using the direct link on the job page.