The group is responsible for the measurement and reporting of market and credit risk, and the enforcement of market risk limits throughout the bank.
You will supervise/manage a team of 5 risk analysts performing a market risk reporting function. You will be responsible for reporting and performing validation checks on VaR movements, and quantitative market risk analysis of financial products at portfolio level. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches.
You will also be involved in controlling the end-to-end process of collating market risk data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as other downstream users. You will produce and distribute market risk reports including investigation and analysis of exceptions, data integrity and methodology issues.
You will work closely with the Business, Controllers, Operations and your counterparts in other regions and review potential new business proposals to ensure the risk can be correctly captured by the firm’s risk data collation systems and processes. You will handle the roll outs of risk systems, processes and data feeds. |
