Office Status: On-Site
Salary: $165,000 – $170,000
Responsibilities:
Identification, assessment, monitoring, measurement, analysis, communication and reporting on market risk and liquidity risk
Monitors the risks from banking and trading activities to ensure they are at acceptable levels in line with regulations and the risk appetite of the Branch
Produce market risk management commentary and reports to Head Office and Executive Management of the Branch
Manage market risk control, including limit setting, monitoring, analysis and escalation
Ensure data integrity of stress testing and back-testing information and that it is complete and consistent
Maintain and improve reporting systems and processes
Conduct market risk assessments to ensure risks are properly captured, measured, monitored, controlled and reported, such as new products/business requirements, new regulatory requirements, risk model enhancements, etc.
Monitor financial and capital markets to assess the impact on the Branch and the hedging program. Propose changes promptly
Use analytical and programming skills to design, develop and enhance models and control processes integral to the Branch market risk and stress testing program
Act as risk managers with the responsibility for identifying, acting on and escalating risks and are held strictly accountable for the failure to discharge their risk management duties
Be responsible for demonstrating risk awareness by following all policies, procedures, and internal control in their daily routine
