AVP/VP, Market Risk Officer – Aggregate Exposure Monitoring

Full Time

Madison-Davis

EXTERNAL CLIENT ROLE

Job Summary:

  • Analyze market activities impacting the bank’s portfolio from a market risk aspect
  • Perform ad-hoc analysis on specific topics from data extraction and computation to impact analysis on specific perimeters
  • Prepare risk management reports and present them to senior management and external regulators
  • Contribute actively to the risk identification process and to the risk materiality assessment
  • Monitor market risk exposures and activities of trading desks impacting the bank’s risk profile
  • Help to improve measures and methodologies to assess the market risk while combining market and counterparty expertise, including stress testing and other cross risk topics
  • Maintain strong relationships with different stakeholders within the risk department but also with Front Office, Finance, Operation and with the team counterparts in Europe and Asia
  • Lead and contribute to the effort of improving market risk analysis and comments (understanding of the portfolios and their composition, main drivers of risk, P&L and income attribution, best way to visualize data, etc.)
  • Continuous streamlining and optimization of risk reporting processes and systems using programming language (Python)

Qualifications:

  • 5+ years with strong experience as market risk officer or in a similar role
  • Programming experience using Python
  • Previous experience in Counterparty Risk monitoring a plus
  • Bachelor/Master in Finance, Statistics, Financial mathematics or similar field
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