CIB Head of Market Risk for Securitized Products Trading
Bachelor's Degree or equivalent work experience: Business, Finance, Management, or equivalent field. – Required.
In-depth understanding of products and trading strategies across agency and non-agency securitized products
Strong knowledge of prepayment and valuation methodologies for securitized products.
Ability to advise trading desks on risk taking/mitigation and (regulatory) capital usage
Strong cross-functional expertise (e.g., market risk, finance, model risk management, technology)
Strong knowledge of regulatory standards and experience with market risk methodologies (e.g., VaR, ES, CCAR, stress testing)
Solid quantitative skills (e.g., statistics, probability theory, derivatives valuation) and basic programming skills (e.g., Python).
Experience in managing teams and proven people management skills
Frequent minimal physical effort such as sitting, standing and walking is required for this role.