Market Risk - Portfolio Risk Analyst - Assistant Vice President
This role provides analysis of risks for a specific risk type (e.g. Credit, Market, Liquidity, Operational) and independently assesses material risks and/or key controls (as required), providing challenge where needed. They monitor risk exposures and performance or key risk metrics, using and reviewing the risk type methodologies and supporting development of these where appropriate. Role holders also support decision-making and approvals around risks and preparation of key risk documentation and reports. For Credit Risk: determines risk / return ratio and associated limit framework on client level lean risk transactions and assigns / approves credit ratings makes decisions and approvals based on their allocated authority level.
- Work within the APAC MRM Portfolio team with close interaction with the Global team and provide MRM portfolio coverage for APAC (Aust/NZ, Japan and NJA)
- Cross asset class analysis and deep-dives, covering all asset classes (FX, rates, credit and commodities)
- Be the central point for APAC risk information to the MRM APAC head and senior regional and global MRM staff
- Assist in running regional MRM risk calls
- Assist in global and local initiatives on what-if scenarios, stress tests, liquidity/turnover analysis and optimal risk allocation
- Prepare risk information for senior MRM and Trader risk meetings
- Attend senior risk meetings, help on minutes, action items, follow-ups
- Ad hoc preparation of risk and market information for various meetings, conference calls etc.
- Help provide QA reviews on portfolio risk metrics, VaR backtesting oversight, market data and risk mappings
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