Market Risk Director

About the role

FR&Gs mission is to provide effective and efficient identification, measurement, monitoring and control of market, liquidity & Stress Testing related to the clearing and settlement processes for DTCC, its members and the markets. In addition, FR&G provides critical governance and quality assurance capabilities for key risk functions that are designed to meet rigorous organizational and regulatory standards.

What you'll do

• Partner closely with Quantitative Risk Management, Counterparty Credit Risk
• Drive continuous improvement of risk methodologies, processes, and controls to strengthen resilience under extreme but plausible market stress scenarios
• Support enhancements to market, liquidity, and stress testing risk systems, tools
• Support risk assessments related to new initiatives, products, or material changes as required, consistent with established risk frameworks and governance
• Lead, develop, and manage Market and Liquidity Risk professionals across the regional offices, including hiring, performance management, coaching, and career development

What you need

• 10–18 yrs of experience
• Market risk
• Reporting
• Risk management
• Performance testing
• Credit risk
• Internal audit
• MBA

Good to have

• Performance management
• Capital markets