AVP Market Risk Manager recruitment
My Client is a leading investment bank looking for an exceptional Market risk manager to join their team at an AVP level the successful applicant will need to be able to identify measure monitor market risks funding liquidity risks. The team work on a cross asset platform (particularly FX interest rate products). Previous/current experience working with PL and VaR analysis. Fluency in Japanese would be very beneficial too.
• Identify measure monitor market risks and funding liquidity risks.
• Preparing risk management reports, with supporting analysis, on the positions held by the European treasury trading division or the credit portfolio management division.
• Reviewing reports prepared by other individuals in the team, ask further questions or conduct additional investigations, analysis comments where necessary. This may include training supporting other staff.
• Carrying out/reviewing business cycle Sarbanes Oxley controls
• Sourcing validating independent relevant market data for revaluations risk modelling
• Conducting assisting with ad-hoc risk analysis investigations
• Conducting assisting with writing system infrastructure projects specifications to cover the risk management needs. Conducting assisting with responding to regulator auditor requests.
• Fluency in Japanese