Director – Market Risk, Spread Products

Summary Risk Manager responsible for supervising Market Risk for Spread Products areas. Key tasks include: shaping limits framework and managing desks’ daily compliance with the limits, interpretation and challenge of risk trends (VaR, risk sensitivities, stress testing, etc.); decision making around trade reviews, risk assessments and pre-approvals; monitoring of market conditions, interpretation of trading patterns and exposure trends; leading deployment of new products, reviewing policies and methodologies, improving reports, models and risk analytics across covered products. Responsibilities Leading Market Risk monitoring, analysis, and reporting. Strengthening risk controls, improving business policies, procedures and methodologies, challenging trading mandates.…