Vice President – Market Risk, Spread Products

Summary

Risk Manager responsible for overseeing Market Risk for Spread Products areas. Some of the key tasks include: working with trading desks to comply with risk framework/limits, understand and explain changes in risk (VaR, risk sensitivities, stress testing results, etc.); trade reviews, risk assessments and pre-approvals, analysis of market conditions, trading patterns and exposure trends; working with various functions to deploy new products and review policies and methodologies, improve reporting, models and risk analytics across covered products.
Responsibilities
+ Market Risk monitoring, analysis, and reporting.
+ Maintain and develop strong controls around risk exposures in compliance with business policies and procedures, methodologies and trading mandates.
+ Work closely with traders covering Agency (MBS/TBAs/CMOs) and Non-Agency Securitized Products (ABS/CLO/RMBS/CMBS), Corporate Credit (IG/HY/EM Bonds/Lev Loans/CDS/CDX) and Municipal Products to ensu...