Head of Market Risk Management - Corporate.

Manages corporate market risk policy, governance, limits, and reporting for executive oversight

Software spend $65,000 / seat / yr

What this role actually does

Responsibilities and pain points, sourced from the production graph.

Software pain points

Daily risk packs require manual joins across trade systems, market data, Microsoft Excel, and BI exports
Limit breaches are found quickly but approvals, comments, and remediation owners are scattered across email and chat
FRTB capital drilldowns are hard to explain from final charge back to risk factors, buckets, sensitivities, and source data
Stress testing libraries become stale because new geopolitical, rates, FX, spread, or commodity events are added manually
Model validation evidence is recreated for each audit or regulatory review
Analysts use unmanaged Python notebooks for production diagnostics without reproducible inputs or approvals

Workflow

A day in the workflow.

Starts before the trading day by checking overnight VaR, expected shortfall, stress losses, P&L explain, stale prices, curve breaks, and limit utilization in Bloomberg, Murex MX.3, Bloomberg MARS, MSCI RiskMetrics RiskManager, Microsoft Excel, Python notebooks, and BI dashboards. Mid-morning is spent challenging desk heads on breaches, proposed trades, and new-product requests, then reviewing data-quality exceptions with technology and market-data owners. Afternoons usually shift to regulatory capital, FRTB, SEC 18f-4 or board reporting packs, model validation findings, scenario design, and CRO/CFO updates. The highest-friction work is proving that a risk number is reproducible from the right trade population, market snapshot, model version, approval chain, and commentary.

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