Director – Market Risk, Spread Products
Core
Supervising Market Risk for Spread Products areas, shaping limits frameworks, and managing daily compliance with risk limits.
Role type
Director, Market Risk Management
Builds
Risk analytics, reporting, and controls for Agency and Non-Agency Securitized Products, Corporate Credit, and Municipal Products.
Domain
Financial Services / Fixed Income / Derivatives
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Market risk management, Spread Products expertise, Agency Securitized Products, VaR calculation, risk sensitivities, stress testing, trade review, risk assessment, policy development, system improvement
Preferred skills
Quantitative analysis, Python, SQL, Bloomberg, Murex, FRTB
Technologies
Bloomberg, Intex, PolyPaths, Murex, SQL, Python
Responsibilities
Leading Market Risk monitoring, analysis, and reporting; Strengthening risk controls and challenging trading mandates; Partnering with Trading Heads to ensure balanced risk taking; Interpreting market surveillance for senior management and regulators; Leading internal projects for market risk systems improvements
Seniority
Director, strategic oversight & hands-on leadership
