VP Fixed Income Market Risk, US Trading Activities

Title: VP Fixed Income Market Risk, US Trading Activities

Office Status: Hybrid New York, NY or Houston, TX (3 Days Onsite)

Base Salary: $150k $190k + Bonus

ABOUT THE ROLE

This Director-level opportunity sits within the second-line Capital Markets Risk Management function of a well-established global financial institution, offering oversight of fixed income trading activities across Treasuries, swaps, spread products, and securitized products in the US. The role combines continuous risk monitoring and limit oversight with new product due diligence, stress testing development, and cross-functional collaboration with traders, treasury, technology, and audit teams. It's an ideal fit for a seasoned fixed income market risk professional who combines a strong understanding of financial markets and complex derivatives pricing with sound judgment and the ability to make timely risk decisions in a dynamic, fast-paced trading environment.

RESPONSIBILITIES

• Ensure appropriate risk frameworks are in place to control market risk across fixed income trading activities including Treasuries, swaps, spread products, and securitized products;maintain processes to monitor against established limits
• Maintain continuous awareness of the risk profile of the Fixed Income business and market developments that may impact trading activities;provide timely and accurate market risk updates to senior management
• Ensure the integrity of risk metrics and limit monitoring;identify and resolve violations of market risk limits in a timely manner
• Perform due diligence in the onboarding of new products and initiatives including risk assessment and risk capture across fixed income asset classes
• Work with technology and business support groups to design and improve risk models to capture risks originating from fixed income trading
• Develop and enhance portfolio risk and stress testing frameworks across covered products
• Ensure compliance with all applicable market risk regulatory requirements;contribute to Enterprise Risk Management exercises and reporting
• Conduct ad-hoc analyses of specific risks and transactions;participate in leading group-wide projects and bring forward innovative analytical approaches
• Collaborate closely with traders, treasury, operations, financial control, audit, technology, middle office, and other risk management teams