International Bank seeks experienced market risk professional to expand their market and liquidity risk programs. Reports to Head of Market Risk and has exposure to senior management.
- Identification, assessment, monitoring, measurement, analysis and reporting on market risk and liquidity risk factors.
- Monitors the risks from banking and trading activities to ensure they are at acceptable levels in line with regulations and the risk appetite of the Branch
- Produce market risk management commentary and reports to Head Office and Executive Management of the Branch
- Manage market risk control, including limit setting, monitoring, analysis and escalation
- Ensure data integrtiy of stress testing and back-testing information
- Maintain and improve reporting systems and processes
- Conduct market risk assessments to ensure risks are properly captured , measured, monitored, controlled and reported, such as new products/business requirements, new regulatory requirements, risk model enhancements, etc.
- Monitor financial and capital markets to assess the impact on the Branch and the hedging program. Propose changes promptly
- Use analytical and programming skills to design, develop and enhance models and control processes integral to the Branch market risk and stress testing program
Prior experience in a market risk position is necessary.
FRM certificate is preferred