AVP - Market Risk - Investment Bank

We have an urgent opening with an Investment Bank.

Please find the below JD.

Activities undertaken include, but not limited to:

- Management and monitoring of counterparty and market risk limits in trading and aggregation systems

- Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators

- Management of market data and generation of risk model parameters such as VaR, PFE, EEPE

- Review, validation and improvement of risk calculation and management models

- Collation of Risk related MI and preparation of Stress Testing and Back testing governance committee packs