Manager/AVP - Market Risk - Bank

Looking for professionals from Market Risk background. This role is with one of our clients which is a foreign bank. Below are some roles and responsibilities:

- Review reports from Market Risk Control for accuracy before it reaches Market Risk Management

- Deliver analysis and explains of VaR, SVaR, IRC, RWA and EC

- Stress testing analysis, explain and specifications

- Ad hoc (What-if) analyses e.g. VaR/EC/RWA impact of new trades

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

- Contribute to methodological enhancements, including quantitative impact analysis

- Develop reports to facilitate robust risk management practices