Jobs / United States / US Bank National Association
Senior Market Risk Manager
US Bank National Association · 🇺🇸 New York, NY
Sponsorship verdict
Sponsorship possible
One solid signal, not two — worth applying, and worth asking about sponsorship early.
- Employer is on a government sponsor recordUSCIS Data Hub records 294 H-1B approvals for this employer in FY2023. Source: USCIS H-1B Employer Data Hub (US Citizenship and Immigration Services).
- The posting doesn’t mention sponsorshipSilence isn’t a refusal — ask the recruiter before investing much time.
- No salary bar for this routeH-1B has no fixed salary bar: the employer must pay at least the prevailing wage for the role and area. Cap-subject employers enter a lottery weighted by wage level. Source: https://www.federalregister.gov/documents/2025/12/29/2025-23853/weighted-selection-process-for-registrants-and-petitioners-seeking-to-file-cap-subject-h-1b, rules effective 2026-02-27.
- Last confirmed live 2 days agoWhen a source last listed this job as open.
US H-1B: cap-subject employers enter a lottery weighted by wage level — Level I gets 1 entry, Level IV gets 4 (DHS projected selection odds ≈15% at Level I to ≈61% at Level IV). Universities and non-profit research employers are cap-exempt. The $100,000 fee for new petitions from abroad is currently blocked by a court order (appeal pending).
A verdict summarises public evidence; it is not legal advice and never a guarantee — the employer and the immigration authority decide. Sign in to factor in where you can already work.
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Sponsor Radar — US Bank National Association
USCIS Data Hub records 294 H-1B approvals for this employer in FY2023. Source: USCIS H-1B Employer Data Hub (US Citizenship and Immigration Services).
Past sponsorship or register membership never guarantees sponsorship for this vacancy or for you. Full Sponsor Radar for US Bank National Association →
About the role
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and discover what you excel at—all from Day One. Job Description The Senior Market Risk Manager will be responsible for the independent measurement, monitoring, analysis, and oversight of market risk across equity derivatives trading activities. This individual will provide hands-on support for risk identification, risk analytics, model performance monitoring, limit oversight, regulatory reporting, and senior management governance materials. The role requires deep knowledge of equity derivatives products, including listed and OTC equity options, equity swaps, volatility products, convertibles, structured equity products, ETF creation and redemption, ADRs, and related hedging strategies. The successful candidate must have at least 10 years of relevant financial industry experience in Market Risk Management, quantitative risk analytics, trading risk oversight, or a related capital markets risk function. The candidate must also hold a master’s degree in Mathematics, Quantitative Finance, Financial Engineering, Statistics, or a closely related quantitative discipline. Key Responsibilities • Provide independent market risk oversight for equity derivatives portfolios, including listed and OTC options, equity swaps, volatility products, convertible securities, structured equity products, ETF creation and redemption, ADRs, and related hedging activity. • Review daily VaR, Stress VaR, sensitivity, Greeks, P&L, concentration, liquidity, and limit utilization reports to identify material changes in risk profile, strategy, portfolio composition, or market conditions. • Analyze key equity derivatives risk drivers, including delta, gamma, vega, theta, skew, correlation, dividend risk, funding assumptions, volatility surface behavior, and basis risk. • Support the design, implementation, testing, validation, and ongoing monitoring of VaR, stress testing, scenario analysis, and other market risk measurement methodologies used for equity derivatives portfolios. • Perform model monitoring, back-testing, benchmarking, P-value analysis, sensitivity testing, and outcomes analysis to assess model performance and continued suitability for use. • Partner with Front Office, Quantitative Development, Model Risk Governance, Finance, Technology, Operations, and other control functions to resolve data quality issues, model limitations, valuation concerns, and risk reporting exceptions. • Prepare and present clear risk commentary, governance materials, committee decks, and escalation summaries for senior management, Market Risk Committee, ALCO, regulators, audit teams, and other oversight stakeholders. • Support new product reviews, model change assessments, risk methodology enhancements, limit framework updates, and integration of new trading activities into the market risk platform. • Maintain and enhance market risk procedures, model documentation, control evidence, issue logs, and governance artifacts to support internal audit, external audit, regulatory exams, and model validation reviews. • Monitor compliance with internal risk appetite, market risk limits, risk indicator limits, Volcker-related controls, and applicable regulatory requirements. Basic Qualifications - Bachelor's or advanced degree, or equivalent work experience - Typically more than 12 years