Identify and analyze Market Risk across all business areas and asset classes within US legal entities.
Monitor Market Risk metrics for the aggregated US portfolio and provide analysis to be used by Risk Managers across the bank.
Provide analysis on Market Risk model based Capital Measures: Regulatory VaR, Stressed VaR, Incremental Risk Charge and internal measures: Economic Capital and Risk Management VaR.
Representing Market Risk to Senior Management in various committees, presenting analysis of the aggregate portfolio composition.
Analysis of model/methodology changes and their impact to Portfolio Market Risk Metrics.
Assist in developing and delivering relevant Monthly Risk MI for Senior Management within Market Risk and other senior partners, including analysis and commentary, ensuring risk issues are well understood and presented transparently.
Create presentations and technical documents designed to articulate key risks to non-risk forums such as the BoD, Auditors and Regulators.
Build and manage relationships with key relevant business partners, particularly within Market Risk, as required by the role. Work closely with key partners to review and improve quality of MI over time.
Support the management in the delivery of a sound governance process around the Risk MI's delivered by the team.
Development of analytical tools to better understand and communicate risk concentrations and drivers of risk and capital.
You hold a Bachelors Degree (or higher) in a numerate subject (i.e. Finance/Economics/Statistics/Computer Science).
You carry 0-4 years experience in an analytical role within a financial institution or consulting firm.
You have a basic understanding of multiple asset classes (i.e. Equity/ FX/ Commodities/ Rates/ Credit/ Securitized Products) and respective financial instruments, including risk and valuation.
You have strong analytical skills with attention to detail, strong controls mindset and willingness to actively investigate issues and develop solutions (both tactical and strategical).
You have Intermediate Excel and Power Point skills.
You having functional knowledge of VBA, Python, R and/or other scripting languages is a plus.