Portfolio Risk Manager (AVP)
They focus on Stress Testing to establish aggregation methodologies and identification of risk concentrations, illiquid risks and allocation of capital for market risk across different asset classes.
KEY RESPONSIBILITIES:
- Identify ways to leveraging PL metrics to enhance risk management.
- Support the development of a risk-adjusted performance measurement framework
- Analyse PL data in order to challenge RNIV declaration and Stress processes
- Assist in designing risk MI for senior management
- Build relationships with key stakeholders
ESSENTIAL QUALIFICATIONS:
- 3+ years' experience in Market Risk
- 3+ years' experience working with Excel/VBA SQL
- Strong analytical and IT skills are required (Advanced Excel/VBA, SQL) to build tools
- Excellent Market Risk knowledge with experience in developing controls and procedures
- Strong knowledge of multiple asset classes (equity/credit/FX/rates), including risk and valuation
- Previous experience in analysis and reporting of risk-based PL Attribution
- BSc degree in a numerate subject
DESIRABLE ATTRIBUTES:
- MSc/PhD in a numerate subject and/or finance/MBA degree
- Strong organizational and detailed documentation skills
- Self-motivated, take ownership of responsibilities
- Ability to communicate effectively in writing and verbally
- Proven ability to work under pressure and balance priorities
- Willing to challenge existing processes
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