Market Risk Role - Investment Bank

We have an urgent opening with an Investment Bank.

Please find the below JD.

- Supporting the daily running of the internal initial margin calculation process.

- Performing analysis and reporting of initial margin calculations to internal and external stakeholders, namely collateral,

- Reviewing and improving existing BAU process

- Good experience in Market Risk

- Good understanding of financial products (eg. Bonds, Swaps,)

- Good understanding of market risk metrics and measures

- Understand the VaR process and its variant (i.e. Historical simulations, parametric VaR, full reval)

- High level of competency in the production of information, and the ability to process and analyze large volume of data

- High proficiency at Excel (VBA skill would be an advantage), Word and Powerpoint

- Self motivated, excellent communication skills, adaptability and mentoring skills