Senior Capital Markets Risk Officer
$312,000–$312,000 year
On-siteAtlanta, Georgia, United States
Job Summary
Provide senior management with independent quantitative and qualitative assessments to strengthen valuation governance and market risk oversight. Lead active participation in governance committees across Trading Market Risk, Counterparty Credit Risk, and Profit and Loss attribution while promoting compliance with Board-stated risk appetite and regulatory standards. Maintain product control and valuation oversight for trading and banking book activities by developing frameworks for calculating daily risk levels using complex models like Value-at-Risk and Credit Valuation Adjustment. Partner with ongoing compliance efforts to ensure adherence to Basel III, FRTB, and Volcker Rule guidelines, directly liaising with senior internal and external staff on regulatory matters. Measure, monitor, and analyze the organization's market risk exposure using stress testing and scenario analysis, while overseeing daily market risk limit and exception reporting.
Required Qualifications
- Bachelor's degree, equivalent education, and related training
- 7-10 years in positions that carry increasing levels of responsibility in major financial institutions, financial services consulting, and/or regulatory agencies with a focus on IPV
- Strong interpersonal and communication skills, applicable at all levels across the business
- Ability to understand and communicate complex products, strategies and risk issues in succinct and easily understandable terminology
- Deep, hands-on product knowledge across fixed income, derivatives including rates, credit and equity, and structured products, with the ability to assess valuation, risk exposure and IPV outcomes
- Demonstrated understanding of quantitative models, complex applications, theories and concepts such as Independent Price Verification (IPV), Value at Risk (VaR), Potential Future Exposure (PFE), Expected Exposure (EE) and risk-based P&L attribution
- Significant knowledge and work experience in valuation of derivatives including CVA (Credit valuation Adjustment) and FVA (Funding Valuation Adjustment)
- Must possess strong knowledge of risk management and control processes, especially of the applicable risk compliance regime including designing, developing and implementing risk programs and policies
- Demonstrated proficiency in interpreting regulations and developing and managing oversight programs for capital markets related regulations (Basel III, Market Risk Rule, FRTB, Volcker Rule, Swap Dealer Rule, etc.)
- Self-starter, capable of operating with minimal direction; high degree of self-motivation with strong track record of execution and delivery
- Strong financial acumen, highly analytical and business enabler with ability to develop creative solutions to business challenges, the ability to think outside the box and see through the heart of issues, while executing with speed and excellence
- Possess ability to maintain a structured and flexible approach, tough yet balanced decision maker with sound judgement; must have the ability to remain calm under pressure and ability to prioritize and delegate
- Strong ability to form and maintain key internal and external networks and relationships
- Proficiency in data analysis, automation and visualization tools such as SQL, Python, Tableau or Power BI to support scalable risk reporting, control enhancement and data-driven decision-making
- English (Required)
Desired Qualifications
- Experience in IPV, capital markets, market/liquidity/credit risk and held a leadership position at a $150+ billion financial institutions
- Experience interacting with banking and industry regulators
- Advanced degree with specialization in Finance, Economics, Accounting, Math, Business Administration or related fields
- 7-10 years of experience in financial risk management of trading and non-trading risks
- Formal credit, market risk, and/or product control training
- Professional certifications (e.g. Financial Risk Manager or CFA)
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