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