What are the responsibilities and job description for the Director Market Risk Interest Rates position at Taurus Search?
- Provide market risk oversight for macro business (Interest Rates & FX).
- Liaise with traders and to set risk limits aligning with business strategy and overall risk appetite and challenge assumptions
- Enhance stress testing framework and ensure that portfolio exposures and highlight the drivers of risk and p&l.
- Liaise with Valuation & Quantitative Managers ensuring that the proper controls are in place.
- Review new business proposals including risk limits setting and monitoring and ensuring risks can be fully captured within the firm’s systems.
Salary : $200,000 - $250,000
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