SVP / Director – Derivatives Risk Analytics, Futures & Options

Office Status:

Hybrid – Chicago, IL

Base Salary:

$220k – $260k + Bonus

Overview
This SVP / Director-level opportunity offers a derivatives-focused market risk analytics role covering futures and options on futures, within the risk management organization of a well-established, self-clearing FINRA member broker-dealer and registered Futures Commission Merchant (FCM). The role blends quantitative risk modeling, portfolio-level stress and scenario analysis, and system calibration — an ideal fit for a derivatives risk professional who combines strong product and pricing intuition across futures and options with hands‑on SQL and quantitative analytics skills, and who thrives working across complex, fast-moving portfolios.

Key Responsibilities

Monitor and analyze derivatives portfolio risk across futures and options on futures; build and maintain quantitative risk models and reporting for daily and management-level risk packages

Design and maintain SQL queries and relational databases to support risk analytics, scenario modeling, and automated reporting workflows

Issue intraday and overnight margin calls and risk limit breach notifications; investigate and resolve related inquiries and disputes

Calibrate risk models, pricing/margin methodologies, and reporting infrastructure used in daily and management risk monitoring

Design and conduct stress testing, scenario analysis, and liquidation modeling; evaluate intraday and overnight P&L and stress results to identify portfolio-level risk concentrations and recommend protective measures

Conduct default management analysis and reporting across major U.S. futures exchanges and clearinghouses

Set and monitor quantitative limits — contract, margin, risk, and exchange-level credit limits — across covered derivatives asset classes

Develop and maintain risk models, policies, and methodologies aligned with derivatives regulatory frameworks (SEC, FINRA, NFA/CFTC)

Perform other duties as assigned by senior management

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