VP, Senior Market Risk Management Specialist

Full Time

International Banking Client

Office Status: Hybrid

Salary Range: $137,000-$181,000

Responsibilities:

  • Participates in and maintains the Risk environment to reflect internal policies, meet regulatory requirements and supports Head Office approved risk structure.
  • Provides thorough analysis of current market environment and its corresponding impact on our market portfolio
  • Conducts timely and accurate day-to-day market risk review and reporting, and ensures control procedures and processes are followed
  • Provides guidance on Basel Capital rules and assists in implementation of FRTB framework
  • Preparation and running of VaR model for daily VaR calculation. Providing analysis on the VaR results based on risk move and market moves
  • Provide guidance and support capital calculation for market risk
  • 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.
  • Develop and validate new market risk models as necessary
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