AVP, Enterprise Risk – Historical Market Data

Summary

MUSO Enterprise Risk is looking for a detail-oriented and motivated Assistant Vice President (AVP) to join the Historical Market Data (HMD) team. This role reports into the Head of Risk Appetite and Capital Analysis and focuses on managing the historical market data used in calculating Value at Risk (VaR), Stressed VaR (SVaR), and other key risk metrics. The ideal candidate will have a strong interest in financial markets, statistics, and data management, and be eager to learn and grow within a collaborative team environment.

Key Responsibilities

• Lead front-to-back implementations of onboarding new time series data, including spot, curve, and volatility surface time series.
• Identify and propose solutions to data / IT issues and follow through to ensure proper implementation.
• Collaborate with senior team members and Risk Analytics to develop new proxy and backfill approaches.
• Contribute towards the development of enhanced tooling for time series data management, working closely with IT and Risk Analytics teams.
• Help prepare reports on data quality, proxy usage, and backfilling updates.
• Contribute to impact analyses related to changes in time series data and proxy improvements.
• Learn from and support senior team members in day-to-day tasks and projects.

Requirements

Ability to propose effective solutions to technical and data-related problems, and drive implementation to completion.

Compensation and Benefits

The expected base salary ranges from $95,000 - $140,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.

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We are an EEO / AA Employer - M / F / Disability / Veteran.

We participate in the E-Verify program.

We maintain a drug-free workplace and reserve the right to require pre- and post-hire drug testing as permitted by applicable law.

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