Market Risk Manager recruitment
Key Roles Responsibilities
Perform banking book market risk analysis to recommend appropriate risk methodologies to ensure ALM price risks are identified, measured and monitored
Summarise analysis for senior management and governance committee review
Prepare detailed documentation for all approved risk methodologies
Specify infrastructure requirements to comply with approved risk policies and methodologies
Work with infrastructure teams to provide optimal solution of implementation of risk policies and methodologies
Support implementation of risk policies methodologies and reporting across the group
Design, test and implement reports for monitoring and management information
Perform regular reviews to ensure the highest standards of data and information quality
Create and maintain to policies to support risk management framework and associated risk methodologies for ALM market risk
Provide advice and coordination of any capital implications of changes to the treatment of banking book market risk under various regulatory landscapes
Design, test and implement new booking models across the footprint with emphasis on market and liquidity risks in the banking book
Provide support and advice for non-traded market risk to business partners
Qualifications Skills
Essential
Educated to at least degree level
Solid financial background – previous working experience with major financial institution preferred
Excellent analytic and problem solving skills
Excellent written skills
Strong communication skills
Desirable
Qualified accountant desirable
Experience with Asian markets
Working knowledge of transfer pricing of market and liquidity risks