Vice President, Securitized Products Market Risk Manager

The Company is seeking a Vice President-level Market Risk Manager to oversee risk for a trading business focused on non-agency securitized products. The role involves working closely with traders to assess risk and limit usage, explain VaR and P&L metrics and their drivers, and align risk appetite and hedging strategies. The successful candidate will partner with traders and desk leaders to establish risk limits, review large trades, and optimize risk usage. They will also contribute to decisions across the front office and market risk function. Candidates should have at least four years of market risk management experience, ideally covering securitized products, and strong knowledge of products such as ABS, CLOs, RMBS, and CMBS. Working proficiency in Python and SQL is required, along with the ability to operate effectively in a front-office environment. Experience with FRTB is an advantage but not essential.