Head of Banking Book Market Risk recruitment
Daily control and oversight for the treasury’s money market banking book and banking book operations, working closely with other head of and senior fixed income market risk managers. Proactively recommend and monitor risk limits, understand daily MTM PL and its effects on VaR exposure, accrual PL and its relationship to Net Interest Income Excellent understanding products, trading strategies, desk strategies, positions and risk drivers Identify and understand points of weakness, design appropriate stress tests taking into account the trading horizon of the desks, particularly for those risks Read more […]