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Overnight Weather Risk Management Jobs in Chicago, IL

Wedbush Securities

Analyst, Risk Monitoring

Chicago, IL · On-site

$68K - $89K/yr

We provide innovative financial solutions through our Wealth Management, Capital Markets, Futures ... overnight shifts (9:00PM to 1:00AM CST). Responsibilities include, but are not limited to:

Wedbush

Analyst, Risk Monitoring

Chicago, IL

$68K - $89K/yr

We provide innovative financial solutions through our Wealth Management, Capital Markets, Futures ... for overnight shifts (9:00PM to 1:00AM CST). Responsibilities include, but are not limited to:

Wedbush

Vice President, Market Risk Manager

Chicago, IL

$125K - $200K/yr

... overnight calls and risk limit breaches to clients, while answering and investigating any inquiries or disputes Calibrate risk systems and reporting for daily monitoring and management reporting ...

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Overnight Weather Risk Management information

See Chicago, IL salary details

$23.2K

$121.8K

$216.3K

How much do overnight weather risk management jobs pay per year?

As of Jul 27, 2026, the average yearly pay for overnight weather risk management in Chicago, IL is $121,823.00, according to ZipRecruiter salary data. Most workers in this role earn between $87,000.00 and $149,400.00 per year, depending on experience, location, and employer.
What are the most commonly searched types of Weather Risk Management jobs in Chicago, IL? The most popular types of Weather Risk Management jobs in Chicago, IL are:
Overnight Weather Risk Management jobs near you
Infographic showing various Overnight Weather Risk Management job openings in Chicago, IL as of July 2026, with employment types broken down into 1% As Needed, 83% Full Time, 13% Part Time, 1% Temporary, and 2% Contract. Highlights an 93% Physical, 2% Hybrid, and 5% Remote job distribution, with an average salary of $121,823 per year, or $58.6 per hour.
Vice President, Market Risk Manager

Vice President, Market Risk Manager

Wedbush Securities

Chicago, IL

Full-time

Posted 10 days ago

Job description

Wedbush Securities is one of the largest securities firms and investment banks in the nation. We provide innovative financial solutions through our Wealth Management, Capital Markets, Futures and Advanced Clearing & Prime Services divisions. Headquartered in Los Angeles, California with over 100 offices and more than 80 correspondent offices, our commitment to providing relentless, customized service is the foundation of our consistent growth.

Our Chicago office is hiring for an experienced Vice President, Market Risk Analytics Manager FICCS to join our Risk and Credit Group. The primary function of this role is to act as a Market Risk Analytics Manager focusing on futures, options on futures, FX, power products and Fixed Income. 

Responsibilities include, but are not limited to:

  • Monitor client trading across multi-asset classes and create risk monitoring reports
  • Design SQL queries and relational databases to support daily tasks and automate reports
  • Manage team that issues intraday/overnight calls and risk limit breaches to clients, while answering and investigating any inquiries or disputes
  • Calibrate risk systems and reporting for daily monitoring and management reporting packages
  • Oversee and manage Stress Testing and 1.73 liquidation reports
  • Inspect client performances by evaluating intraday/overnight profit & losses and stress tests to identify any potential dangers and present protective measures against price fluctuations of client positions
  • Perform as a backup for daily approval of outgoing wires and ACHs
  • Manage and conduct reports on various Exchange Default Management Systems
  • Perform other tasks and duties as assigned and required

  • Bachelor's Degree from an accredited university, preferably in Business Administration or other related field
  • Minimum 10+ years of experience in futures, FX, and fixed income
  • Strong knowledge and experience in Power, Energy Futures, products and exchange requirements, standards, and best practices
  • Experience with exchange margin tools and ability to produce and analyze the margin requirements for various exchange margin platforms such as CME, ICE, Nodal, etc.
  • Familiarity with options and understanding of option strategies; experience with energy products with limit setting for contracts, margin, risk and Globex credit limits
  • Background in developing and maintaining risk policies, processes, procedures, and standards
  • Execute SQL queries and apply knowledge of database infrastructure, with experience using Tableau
  • Ability to manage across multiple competing priorities and time-sensitive initiatives
  • Strong ability to work independently, delegate duties and develop team relationships
  • Excellent written and verbal communication skills

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