Market Risk Manager

Responsibilites:

Assess derivative products and their associated risk metrics for the specific country/desk.

Automate manual processes in line with the digitization strategy.

Assist in conducting stress testing to highlight key exposures.

Monitor and resolve limit breaches within 24 hours.

Follow up on breaches to ensure positions are brought in line.

Monitor back-testing exceptions and act as needed.

Participate in FRTB testing, tracking, and embedment.

Calculate or review regulatory market risk capital submissions.

Review product and limit mandates and ensure adherence to market risk policies and procedures.

Skills & Qualifications:

4-5 years

Good understanding of the market risk function in as far as the control component, market risk measures and product types both linear and non-linear across the Rates and FX asset classes:

2-3 years

Knowledge of Global Markets Products and their valuations.