Posted By
Posted in
Banking & Finance
Job Code
540565
Job Responsibilities :
- Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies.
- Daily analysis and interpretation of the results of risk sensitivities and stress tests.
- Daily calculation of VaR and Economic Capital numbers.
- Monitoring of risk limits and resolution of limit excesses. Liaising with the risk managers in the trading centers and heads of business units regarding potential limit increases; preparation of reports and escalation to senior management.
- Ad-hoc risk views and drill down analysis of less transparent risks.
- Monitor the P&L and risk in their own and wider business areas, to ensure appropriate understanding of the Groups risk portfolio
- Monitor & understand the external market and product development within their own and wider business areas
- Developing the profile and role of Market Risk as a partner with the business areas and other internal risk and control functions, maintaining relationships in order to assist in the overall management of the firm's risk
Skills :
- Knowledge of Derivatives products.
- 3 - 5 years of Market Risk/Stress Testing experience.
- Strong programming skills.
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Posted By
Posted in
Banking & Finance
Job Code
540565