Financial Risk Lead

Join our team as the Financial Risk Lead, where you will have the opportunity to shape the financial risk framework for our firm. In this role, you will build the financial risk appetite statement, limit framework, and supporting policies from the ground up. You will also own financial risk reporting to the Global Risk Committee and the Board, and establish escalation protocols and independent challenge over first-line risk-taking. Additionally, you will partner closely with Treasury, Trading, Operations, Finance, Engineering, and Compliance. This is a unique opportunity to make a significant impact in a rapidly evolving industry.

• Construire et posséder le cadre de risque financier, y compris l'appétit pour le risque et le cadre de limites.
• Établir et diriger le forum sur le risque financier, avec des droits de décision clairs et une escalade des violations de limites.
• Posséder la supervision de deuxième ligne du risque de contrepartie, de crédit et de marché, y compris le développement de la politique de marge.

• Success requires an independent, proactive leader who can quantify exposure credibly, challenge the first line without stalling it, and translate financial risk into decisions the business will act on
• Strong quantitative capability with the tooling to apply it: Python or SQL, comfort working directly with large datasets and BI and data visualization software
• Strong, practical understanding of SEC, FINRA, CFTC, and NFA requirements relevant to financial risk and net capital
• Demonstrated experience building margin policy, stress testing methodology, and scenario design, not only running an inherited model suite
• Excellent written and verbal communication, including the ability to write for a Board audience and the judgment to know when a number is the wrong answer
• Direct experience across market, credit, liquidity, and counterparty risk, ideally including securities lending and margin
• Working knowledge of clearing and settlement mechanics, including NSCC and DTCC exposure and clearing fund dynamics
• 10+ years in financial risk management, with substantial experience at a broker-dealer, clearing firm, prime broker, or comparable regulated environment, and prior ownership of a risk program
• Practical fluency with agentic AI applied to risk work, with real examples of what you have built or deployed
• Advanced degree in a quantitative field
• Series 7, 24, 27, or 4
• Relevant certifications: FRM, CFA, or comparable
• Hands-on experience with risk analytics, exposure aggregation, or BI tooling
• Treasury or balance sheet management experience
• Experience in a global business with multi-currency funding exposure
• Experience with event contracts, derivatives, or prediction markets
• Exposure to digital assets, stablecoins, or tokenized securities