Market Risk Manager - AVP
Position Overview Overview
The primary objective of market risk management is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. This objective drives all of the activities conducted within MRM and we work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Key Responsibilities
Skills & Qualifications
- Daily monitoring of ANZ risk positions and changes in the portfolio (across all asset classes - Rates, Credit and Equities)
- Assist Head of ANZ Market Risk monitor and review overall ANZ risk exposures
- Daily review of ANZ economic data, cross-asset class market news and price movements
- Report preparation, risk analysis and commentary incl. communication to senior MRM management
- Monitor ANZ limits and advise/take action when necessary
- Assist in model and methodology awareness and be a key liaison point with model val and methodology staff.
- Highlight gaps and weaknesses in current coverage, measurement and/or methodologies
- Assist on the preparation for FRTB
- Assist with RNIV and RNIEC reviews.
- Audit and regulatory inspection preparation
- Post-Graduate Qualification in a quantitative discipline preferred.
- Established experience (>5 years) in market risk management and exposure to a trading environment will be highly regarded
- Ideally will have had exposure to a number of asset classes including Rates, Credit and Equities
- A solid understanding of derivatives products, their pricing and risk profiles
- Be able to interact and build relationships with both senior trading and risk staff.
- A problem solver who is able to work independently
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We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
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