Market Risk Manager - Capital Markets, VP

Job description

Job Description State Street Global Treasury Risk Management (GTRM) provides second line oversight of trading market risk across Markets and Treasury divisions as well as liquidity risk, interest rate risk (IRR), investment portfolio mark-to-market risk, and capital risk oversight of the firm’s banking book. GTRM is a unit within the Financial Risk group of Enterprise Risk Management (ERM). We seek to hire an experienced senior Market Risk Manager to provide second line oversight of capital markets products for both trading and banking book. Position and Primary Duties and Responsibilities The Market Risk Manager will: Provide expertise on capital markets products, ensuring risk analysis and coverage through new business product approval process Perform independent assessments of the overall accuracy, effectiveness, and reliability of the balance sheet interest rate risk management framework Provide independent risk oversight of market risk, including identification of risks and drivers, establishment and maintenance of risk limits and other risk controls, measurement and analysis of risks, and monitoring and reporting of risks, including validation of position data and risk calcul...