Senior Associate/Assistant Vice President, Market Risk Management recruitment
Key Responsibilities:
• Preparing risk management reports, with supporting analysis, on the positions held by the European treasury and trading division or the credit portfolio management division.
• Carrying out/reviewing business cycle Sarbanes Oxley controls
• 5Sourcing and validating independent and relevant market data for revaluations and risk modelling
• Conducting and assisting with writing system infrastructure projects specifications to cover the risk management needs
• Conducting and assisting with responding to regulator and auditor requests
• Liaising with Head Office and EMEA branches, especially communication in Japanese
• Contributing to the review, the improvement and the streamlining of the department's procedures, policies and manuals
The successful candidate will have:
• Degree educated
• Fluent Japanese speaker
• Previous experience in Market Risk Management inc. PL and VaR analysis
• Strong cross-asset knowledge of financial products particularly FX Interest Rate products
• Technical Skills – Advanced Excel, VBA, SQL (preferred)