Director – Market Risk, Spread Products
Core
Director responsible for supervising Market Risk for Spread Products, shaping limits frameworks, managing daily compliance, and leading risk analytics and system improvements.
Role type
Director, Market Risk Management
Builds
Risk limits, policies, and analytics for Spread Products
Domain
Financial Services / Fixed Income / Derivatives
Deliverable
production ML models | dashboards & analysis
Required skills
Market risk management, Spread Products expertise, Agency Securitized Products, VaR, risk sensitivities, stress testing, trade reviews, risk assessments, pre-approvals, market surveillance, portfolio dynamics, internal project leadership, systems improvement
Preferred skills
Quantitative analysis, Python, SQL, Bloomberg, Intex, PolyPaths, Murex, AI tools, FRTB
Technologies
Bloomberg, Intex, PolyPaths, Murex, SQL, Python, AI tools
Responsibilities
Leading Market Risk monitoring, analysis, and reporting; Strengthening risk controls and challenging trading mandates; Partnering with Trading Heads for Agency and Non-Agency Securitized Products, Corporate Credit, and Municipal Products; Interpreting market surveillance for senior management and regulators; Leading internal projects for market risk systems improvements
Seniority
Director, strategic leadership with hands-on oversight
