VP Market Risk, Spread Products
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Overview
Remote
On-site
Compensation
$138-$138/hour
Job Description
Title: VP Market Risk, Spread ProductsOffice Status: Hybrid New York, NYBase Salary: $137.5k $185k + BonusABOUT THE ROLE This Vice President opportunity sits within the Market Risk function of a leading global financial institution, serving as a dedicated market risk manager facing off directly with the trading desk across Spread Products including Agency and Non-Agency Securitized Products, Corporate Credit, and Municipal Products. The role offers genuine day-to-day desk interaction, combining real-time risk monitoring and limit oversight with deeper analytical work across VaR, risk sensitivities, stress testing, and new product reviews. It's an ideal fit for a true market risk professional with direct spread products experience who thrives in a fast-paced trading environment and can balance rigorous quantitative analysis with clear, concise communication to senior management, regulators, and auditors.RESPONSIBILITIES
- Monitor, analyze, and report on market risk exposures across Spread Products including Agency MBS/TBAs/CMOs, Non-Agency Securitized Products (ABS/CLO/RMBS/CMBS), Corporate Credit (IG/HY/EM Bonds, Leveraged Loans, CDS/CDX), and Municipal Products
- Work closely with trading desks to ensure compliance with risk framework limits, risk appetite, and trading mandates;conduct trade reviews, risk assessments, and pre-approvals
- Understand, explain, and communicate changes in risk including VaR, risk sensitivities, and stress testing results to trading desks, senior management, regulators, and auditors
- Produce market commentaries and portfolio change analyses for senior leadership and regulatory audiences
- Maintain and develop strong controls around risk exposures in compliance with business policies, procedures, and methodologies
- Analyze market conditions, trading patterns, and exposure trends on an ongoing basis;identify and escalate emerging risks proactively
- Work cross-functionally to support new product deployments, policy and methodology reviews, and improvements to market risk systems, reporting, and analytics
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FAQs About VP Market Risk, Spread Products Jobs at Madison-Davis
What is the work location for this position at Madison-Davis?
This job at Madison-Davis is located in New York, NY, 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 $137.5–$137.5 per hour for this role.
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.