VP, Market Risk Manager – Credit & Securitization

Full Time

International Banking Client

Office Status: Hybrid

Responsibilities:

  • Set appropriate risk appetite for each business level; sit with the traders and monitor and manage risk real time on a day-to-day basis
  • Monitor daily limit utilizations, evaluate limit frameworks, and communicate risk exposure and breaches to front office and senior risk management
  • Analyze stress test scenarios and direct hedging strategies based on economics, Value at risk (VaR), stress test, and capital efficiencies; advise business on stress/capital capacity allocations and hedging strategies; ability to understand risk contributors and drivers of VaR, economic capital and stress
  • Support CCAR quarterly, semi-annual, and annual reporting requirements; evaluate portfolio capital efficiencies and identify positions with material Risk Weighted Assets (RWA) and stress utilizations
  • Ensure internal and external governance policies are being effectively applied; review and approve leverage finance deals in underwriting committee meetings
  • Liaise daily with trading desks with respect to exposures, new business, and market activity
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