Group Market Risk Manager (VP) recruitment

TASKSRisk Appetite, Market Risk Limits and Policies:1.Define the Market Risk Appetite for the Group.2.Define and maintain Market Risk Limits within the defined Risk Appetite3.Ensure Market Risk Policies are kept contemporary.Risk Measurement Tools and Methodologies:4.Assist in developing Var Models and Stop Loss limits measuring Fx Risk and IRR Risk in the Trading book.5.Assist in developing sensitivity limits for Fx and IRR Risk for both Banking and Trading book.6.Assist in the implementation of Murex Phase 2 [VaR Models]7.Assist in the implementation of proposed ALM, FTP and Liquidity system Read more […]

November 11, 2011 • Tags: , • Posted in: Financial • Comments Off on Group Market Risk Manager (VP) recruitment