Spread Products In-Business Risk (IBR) team - VP
Core
VP-level market risk professional covering portfolio risks for Flow Credit Trading and Agency/Non-Agency Mortgage businesses.
Role type
VP, Market Risk (Fixed Income)
Builds
Risk monitoring framework and capital allocation strategies for Spread Products Trading
Domain
Financial Services / Fixed Income Trading
Deliverable
production ML models
Required skills
Market risk management, Flow Credit Trading, Agency/Non-Agency Mortgage, Regulatory interactions, Quantitative analysis, Risk metrics design, Capital attribution
Preferred skills
Front-to-back trading understanding, Stress loss analysis, Value-at-Risk modeling
Technologies
Risk analytics frameworks, Capital management systems
Responsibilities
Monitor systemic and idiosyncratic risks across Spread Products Trading; Track position-level performance and analyze market movement drivers; Design quantitative risk metrics for portfolio performance; Partner with analytics teams to build risk monitoring frameworks; Develop front-to-back risk understanding including Stress losses and VaR; Collaborate on risk limit sizing and calibration.
Seniority
VP, Senior Leadership
