Head of Market Risk, Credit recruitment
Head of the team responsible for identifying and monitoring all significant risks to the credit trading desks and reviewing daily market risk reports.
Build strong relationships with the trading desk and senior management, providing challenge when necessary.
Design and implement appropriate analytics and risk metrics in conjunction with business wide risk frameworks, quant and analytics teams.
Design and lead appropriate stress tests for trading books.
Pro-actively monitor risk limits, identify and resolve limit breaches.
Oversee daily PL attribution and risk exposures
Design and development of ad-hoc reporting requirements covering credit spread risk.
Sounds understanding of all products in the Flow books.
Ownership and accountability for all reports under your remit.