AVP Market Risk (Credit/Rates)

New York Permanent USD132,000 - USD160,000
  • Trading desk focused market risk role at global investment bank
  • Market Risk Officer Covers Multiple Credit-Related Products (FI, Munis, Rates)

About Our Client

Top global investment bank with large trading business based in NYC, London and other major international cities.

Job Description

The Market Risk AVP will:

- Work with multiple trading desks in the credit products space to develop and implement VaR and Issuer Risk systems

- Develop/Maintain market limit framework, monitor compliance and oversee risk exposure measurement

- Communicate with key internal (Senior Risk Managers, Committees) and external stakeholders

- Participate in projects of varying lengths with mentors on the team

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.

The Successful Applicant

- 1-5 years experience on a trading desk market risk team (knowledge of credit rates, rates products preferred)

- Strong knowledge of risk metrics (VaR, Issuer Risk) and financial products

- Excellent written and verbal communication skills; ability to connect with senior leadership

- Advanced analytical skills; programming experience (Python/R/C++) a plus

- Bacherlor's or Master's Degree in Quantitative discipline preferred

What's on Offer

- Strong Base compensation with yearly discretionary bonus

- Benefits include: 401k with strong match, PTO and other lifestyle benefits (childcare, mental health care, ect.)

- Inclusive firm culture; strong leadership team; mentorship from industry leading professionals

Opportunities to wear multiple hats, advance within the group

Tina Zoppi
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Job summary

Banking & Financial Services
Sub Sector
Risk Management
Financial Services
New York
Contract Type
Consultant name
Tina Zoppi
Job Reference