Director - Market Risk, Spread Products

About the role

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