Spread Products Market Risk Associate
Core
Monitor and report market risk limits for trading desks covering Agency and Non-Agency Securitized Products, Corporate Credit, and Municipal Products; analyze risk metrics (VaR, sensitivities, stress testing) and explain changes in risk patterns.
Role type
Associate market risk analyst (spread products)
Builds
Risk reports, commentaries, and compliance monitoring for trading desks
Domain
Fixed income trading, securitized products, corporate credit
Deliverable
dashboards & analysis
Required skills
Market risk analysis, VaR calculation, stress testing, financial product knowledge, regulatory reporting, portfolio change analysis
Preferred skills
Spread products market risk experience, quantitative analysis, AI tools familiarity, project management for risk systems
Technologies
Risk reporting systems, stress testing platforms
Responsibilities
Monitor market risk limits and exposures; Produce market commentaries for senior management and regulators; Work on projects to improve market risk systems and reporting; Analyze trading and hedging patterns for compliance
Seniority
Associate, hands-on IC
