Madison-Davis, LLC
VP, Regulatory Capital – Market Risk Modeling
Madison-Davis, LLC - New York, New York, us, 10261
Work at Madison-Davis, LLC
Overview
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Overview
Office Status:
Hybrid | New York, NY
Please make an application promptly if you are a good match for this role due to high levels of interest. Overview An established global financial institution is seeking a Vice President to lead the development of market risk RWA models within its Risk Modelling Center of Excellence. This role is critical in shaping the firm’s regulatory capital framework for trading book portfolios, offering high visibility across multiple business lines. It’s an exceptional opportunity for a market risk professional looking to influence model design, drive regulatory compliance, and work collaboratively with stakeholders across risk, technology, and trading. Key Responsibilities Lead the design and development of CCAR market risk RWA models aligned with evolving regulatory standards. Translate regulatory and business needs into capital calculation frameworks, analytics, and reporting requirements. Partner with risk technology and data teams to implement and validate market risk models. Engage closely with trading desks, market risk managers, and finance to align model outputs with business objectives. Ensure adherence to U.S. regulatory frameworks, including Basel 2.5 and Basel III, and maintain model compliance with internal governance standards. Collaborate with Model Risk and Validation teams to address findings and support model approvals. Monitor industry best practices and regulatory developments to keep the modelling framework current and effective. Deliver high-quality documentation and communication to both technical and non-technical stakeholders. Mentor junior team members and contribute to building the broader modeling capability within the team. Seniority level
Seniority levelMid-Senior level Employment type
Employment typeFull-time Job function
Job functionFinance Referrals increase your chances of interviewing at Madison-Davis, LLC by 2x Get notified about new Vice President Capital Market jobs in
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Hybrid | New York, NY
Please make an application promptly if you are a good match for this role due to high levels of interest. Overview An established global financial institution is seeking a Vice President to lead the development of market risk RWA models within its Risk Modelling Center of Excellence. This role is critical in shaping the firm’s regulatory capital framework for trading book portfolios, offering high visibility across multiple business lines. It’s an exceptional opportunity for a market risk professional looking to influence model design, drive regulatory compliance, and work collaboratively with stakeholders across risk, technology, and trading. Key Responsibilities Lead the design and development of CCAR market risk RWA models aligned with evolving regulatory standards. Translate regulatory and business needs into capital calculation frameworks, analytics, and reporting requirements. Partner with risk technology and data teams to implement and validate market risk models. Engage closely with trading desks, market risk managers, and finance to align model outputs with business objectives. Ensure adherence to U.S. regulatory frameworks, including Basel 2.5 and Basel III, and maintain model compliance with internal governance standards. Collaborate with Model Risk and Validation teams to address findings and support model approvals. Monitor industry best practices and regulatory developments to keep the modelling framework current and effective. Deliver high-quality documentation and communication to both technical and non-technical stakeholders. Mentor junior team members and contribute to building the broader modeling capability within the team. Seniority level
Seniority levelMid-Senior level Employment type
Employment typeFull-time Job function
Job functionFinance Referrals increase your chances of interviewing at Madison-Davis, LLC by 2x Get notified about new Vice President Capital Market jobs in
New York City Metropolitan Area . New York City Metropolitan Area 2 weeks ago Vice President - Fund Investing (Specialty Finance, ABL, Alternatives) New York City Metropolitan Area $180,000.00-$240,000.00 2 weeks ago Vice President, Investment and Corporate Banking Advisory Compliance Officer- Americas (“ICBA”) New York, NY $140,000.00-$190,000.00 2 weeks ago Vice President of Strategic Finance and AnalyticsVP - LATAM Coverage and M&A Investment Banking New York, NY $250,000.00-$275,000.00 6 days ago Vice President - Capital Solutions - Financial Services & Structured Finance POD, New York New York, NY $180,000.00-$225,000.00 3 days ago New York, NY $250,000.00-$250,000.00 4 days ago Investment Banking Asset Management Senior Associate/Vice President - New York New York, NY $225,000.00-$275,000.00 4 weeks ago Investment Banking M&A Senior Associate / Vice President - New YorkInvestment Banking Vice President I - Capital Structure Advisory (NYC) New York, NY $130,000.00-$250,000.00 2 weeks ago Vice President, Private Markets Distribution New York, NY $130,000.00-$225,000.00 2 weeks ago Vice President, Private Markets Distribution New York, NY $130,000.00-$225,000.00 2 weeks ago New York City Metropolitan Area 1 day ago Investment Banking Vice President, Industrials - New York New York, NY $202,500.00-$280,000.00 1 week ago New York City Metropolitan Area 1 week ago Tarrytown, NY $100,000.00-$135,000.00 1 day ago Vice President – Impact Finance & Advisory Portfolio and Business ManagerVice President, Finance – Subscription Revenue & MarketingVice President, Investment Banking - Digital InfrastructureCorporate Vice President - Structured Finance New York, NY $260,000.00-$280,000.00 1 week ago Vice President of Finance and Investor Relations - Health Care ServicesVice President - Equity Capital Markets (ECM) Syndicate New York, NY $275,000.00-$275,000.00 4 days ago Senior Vice President, Investor Relations Greenvale, NY $50,000.00-$200,000.00 1 week ago Tarrytown, NY $100,000.00-$135,000.00 2 weeks ago Vice President - Credit Underwriting and Portfolio Management, Diversified Industrials New York, NY $170,000.00-$190,000.00 3 weeks ago VP, Capital Markets Governance Specialist (New York) New York, NY $81,400.00-$151,800.00 1 week ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr