What are the responsibilities and job description for the Director, Market Risk (Fixed Income) position at Madison-Davis, LLC?
Office Status: Hybrid
Salary: $198,000 – $231,000
Responsibilities:
- Lead and manage two Market Risk reporting teams, ensuring the accurate, timely, and complete submission of Market Risk capital calculations and reports.
- Drive continuous improvements in the aggregation and reporting processes related to Market Risk capital.
- Develop and enforce robust risk controls for the FRTB-SA reporting processes across both U.S. and Japan operations.
- Enhance and refine stress testing processes and scenario generation capabilities for CUSO Market Risk.
- Ensure compliance with regulatory requirements, including best practices and BCBS 239 standards.
- Prepare and deliver risk committee materials to internal stakeholders and external regulators.
- Provide regular status updates to senior management, highlighting key issues and escalations where necessary.
- Maintain and ensure compliance with Market Risk reporting documentation and policies.
- Manage ad-hoc projects and initiatives as required by senior management
Salary : $198,000 - $231,000
