International Banking Client
Office Status: Hybrid
Salary Range: $137,000-$181,000
- 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