Associate Director, CUSO Market Risk

Full Time

International Bank

Office Status: Hybrid

Job Description:

The GRM Market Risk group provides independent and effective on-site monitoring, controlling and
communicating on the nature and extent of all material market risk and to ensure the implementation of
and compliance with risk management policies and procedures. The incumbent will help promote a “Best
of Class” risk oversight environment for the Combined US Operations (CUSO) market risk management.


Risk Oversight and Analytics
• Run /oversee market risk reporting for the US Legal Entities and ensure the accuracy of key risk
measurements and compliance to market risk limits.
• Analyze key trading strategies and products to ensure they are in line with CUSO risk tolerance
and objectives.
• Investigate risks to provide value-added insight and analysis to senior management on risk trends
and concerns.
• Review risks so they are compliant with local regulators requirements and enterprise policies.
Market Risk Regulatory Capital
• Ensure the completeness and accuracy of the scope for US Market Risk Regulatory calculation,
implementing effective controls to capture covered positions across businesses / entities within
the RIHC.
• Lead the VaR Backtesting, VaR Risk Factors Monitoring and other processes which support the
Value at Risk (VaR) models framework used for RIHC regulatory capital calculation
• Key person for implementation of FRTB for the RIHC, leading the implementation of US
specific requirements and enhancements to FRTB framework.
• Establish and manage controls to satisfy regulatory requirements related to risk reporting for the
CUSO legal entities.
• Interact with US Holdco Finance to make sure market risk coverage is consistent with financial


• BA or equivalent with emphasis in finance, economics or a quantitative discipline;
• Strong technology knowledge with proven experience with modern data analysis and reporting
tools (Tableau), knowledge of Python preferred
• At least three years of experience in a financial institution;
• Knowledge of regulatory reporting processes within financial institution, particularly processes
related to Market Risk Regulatory Capital calculation;
• Knowledge of financial markets that demonstrates an interest in the subject matter;
• Ability to handle a significant and diverse workload
• Strong attention to detail and ability to prioritize projects and workload

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