VP, Senior Market Risk Management Specialist

Full Time

International Banking Client

Office Status: Hybrid


  • 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


  • Strong knowledge in credit products including generic bonds, MBS, ABS.
  • Strong knowledge in debt instruments as well as fx products
  • Strong knowledge in introducing new products and analysis inherent risk
  • Good understanding of capital calculation methodology
  • 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 project management skills; problem solving abilities; understands complex situations, people and systems against a backdrop of managing a risk environment.
  • Good written and oral communication; ability to explain complex quantitatively based technical matters clearly accurately and concisely.
  • Securities business exposure is a plus
Upload your CV/resume or any other relevant file. Max. file size: 2 GB.

Share on