Associate/AVP/Vice President - Market Risk Analysis & Control - Portfolio Stress Tests - Bank

Overview: Your role is diversified with exposure to senior management and multiple business lines. You will join a highly skilled group with a flat and globally aligned hierarchy. As part of the Bank's Risk Division this team has access to the industry's state-of-the-art risk management models.

Key Responsibilities:

- Deliver analysis and explain statistical models; these include, but are not limited to Value At Risk (VaR), Stressed Value At Risk (SVaR), Portfolio Stress Test (PST), and US Basel III Risk Weighted Assets (RWA)

- Perform ad hoc - What-if- impact analysis on statistical models (e.g. VaR/EC/RWA) of new trades

- Provide analytical support to Risk Managers to facilitate risk management / business decisions

- Interpret statistical results and review reports for accuracy before communicating with market risk managers, senior management and regulators

- Analyze and explain VaR backtesting results.

- Develop reports for summarizing and presenting portfolio risks to facilitate robust risk management practices

- Collect and organize raw business and market data into usable formats

- Identify and resolve data quality and inconsistency issues before performing statistical analysis

Skills & Qualifications:

- Educated to Bachelor's/PG Degree or equivalent qualifications / work experience

- Experience in computer languages (e.g. Python) for statistical analysis and risk management

- Broad financial market and product knowledge, preferably with expertise in at least one asset class and US version of Basel III rules.

- Ability to work independently and with an international team in different time zones.

- Ability to understand complex front to back processes while looking for ways to reduce inefficiencies

- Details-focused and numerically literate

- Excellent communication skills - ability to articulate technical and financial topics with global stakeholders

- A reliable team player with the motivation to work in a dynamic, international and diverse environment

- Keen interest in various risk frameworks and how they are interconnected for bank's capital

- Experience in large datasets and relevant software packages, e.g. Microsoft (MS) Excel, MS Access, Visual Basic for Applications (VBA), Python, Tableau and Structured Query Language (SQL) for statistical analysis and risk management

- Previous experience with SAS and/or Tableau is beneficial

- Able to multi-task and deliver under tight deadlines