Market Risk Manager
4 weeks ago
Our Client is an established Bank seeking a Market Risk Manager with at least 5 to 10 years of proven expertise.
Key Responsibilities:- Provide support to the Chief Risk Officer in ensuring Market Risk is appropriate and compliant.
- Ensure Market Risk tools are fit-for-purpose and provide expert input on all Market Risk issues.
- Assist in designing processes for primary risk monitoring and management.
- Review limit monitoring and maintain logs of risk excesses.
- Analyze market risk reports and data to identify trends and significant changes.
- Provide results of risk analyses to the CRO and appropriate committees.
- Review and maintain policy documents and RCSAs.
- Discuss limit excesses and trends with Line 1 personnel.
- Support the CRO and ALCO in setting Market Risk appetite.
Requirements:
- Understanding of market and liquidity Risk.
- Understanding of stress testing and economic models.
- Understanding of the Bank's systems data model.
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