Market Risk Role - FDSF

Market Risk - FDSF

Role & Responsibilities of the position in brief :

- Analysis and review of scenario results, focusing on understanding behavior of derivative products under scenario conditions

- Satisfy the regulator's scenario requests and other infrastructure and control requirements

- Implementing improvements to stress testing reporting information and developing new stress tests in order to provide effective key risk management information to senior management

- Working with front office and other risk managers to review current portfolio risks and trading strategies in order to develop new scenarios / improve current scenarios to fully address market and other risks

- Contribute in the design and specification of functional improvements to strategic and tactical IT applications used for stress testing.

Skills :

- Looking for someone with strong product knowledge of Rates/FX derivatives like TARFs, PRDCs, barriers, inflation products & expect candidates to understand what drives the risk profiles of such instruments.

- FDSF/stress testing experience is not that critical for this role.

- Also open to look for people with risk methodologies background.