International Banking Client
Office Status: Hybrid
Responsibilities:
- Participates in and maintains the Risk environment to reflect internal policies, meet regulatory requirements and supports Head Office approved risk structure.
- Conducts timely and accurate day-to-day market risk review and reporting, and ensures control procedures and processes are followed
- Preparation and running of VaR model for daily VaR calculation.
- Improve daily reporting process to increase efficiency and develop better MIS tools
- Drafts policies and procedures as required.
- Ensures business continuity under all conditions, sometimes adverse, with strict adherence to established guidelines and deadlines.
Qualifications:
- Strong knowledge in credit products including generic bonds, MBS, ABS.
- Strong knowledge in debt instruments as well as fx products
- Good understanding of VaR models for derivatives and cash products
- Experience in developing MIS tools using powerBI, cognos and python is a plus
- Ability to develop and maintain working relationships with business units, model developers and validators.
- Good written and oral communication; ability to explain complex quantitatively based technical matters clearly accurately and concisely.