The Company is seeking a VP of Prime Services Risk to join their team. The successful candidate will be tasked with managing risk across prime, counterparty credit, and business, as well as developing the risk framework that includes margin risk methodologies. This role requires close collaboration with various teams, including trading, credit, counterparty, and the front office, to ensure comprehensive risk coverage. Additionally, the VP will be responsible for stress testing and scenario analysis for the business. Applicants for the VP of Prime Services Risk position at the company should have a minimum of 5 years of risk experience, with a preference for those with a background in prime risk, market risk, or counterparty credit risk. A deep understanding of products across various asset classes is essential, particularly equities products such as Delta One, swaps, and derivatives. Experience with VaR and stress testing is also a key requirement. The role demands a strong knowledge of market risk and counterparty risk processes and metrics, as well as a good understanding of a range of PB offerings and products. A quantitative background is preferred, and experience with synthetic prime is a plus.