Executive Director, Commodities and Fixed Income Risk Manager
Core
Analyze market risk for US commodity, bonds, and rates trading activities; establish risk frameworks; design and enhance risk models.
Role type
Senior IC market risk manager
Builds
Risk frameworks, risk models, and risk analyses for new initiatives and large trades
Domain
Financial services / Fixed Income and Commodities
Deliverable
production ML models | dashboards & analysis
Required skills
Market risk analysis, Value-at-risk (VaR) calculation, Stress testing, Risk sensitivities, Pricing of linear and non-linear trading products, Bloomberg terminal API usage, Data analytics
Preferred skills
None stated
Technologies
Bloomberg terminal
Responsibilities
Analyze market risk for US commodity, bonds, and rates trading activities; Establish risk frameworks and processes to control and monitor against all market risks; Maintain continuous awareness of risk profiles and market developments; Facilitate effective dissemination of timely and accurate market risk information to senior management; Design, build, and enhance risk models to ensure market risks are appropriately captured; Prepare risk analyses in connection with business requests for new initiatives, financial products, and large trades
