Risk Manager - BFS

- Manage the process of validating the data feeding the risk systems. Ensure timely publication of VaR and other risk measures

- Analyze risk scenarios and benchmark risk profiles for new products.

- Calculate risk associated, measure value at risk (VAR), and manage market risk exposures (Delta, Gamma, and Vega risks) for derivative strategies. Analyze variances and explain underlying changes.

- Monitor and escalate issues to senior management attention

- Liaise with IT / Change departments to drive improvements in the process and make it more robust and scalable

FRTB : The Fundamental Review of the Trading Book (FRTB) - FRTB is loosely defined as a set of proposals by BCBS - Basel Committee on Banking Supervision as the framework for the next-generation market risk regulatory capital rules for large, internationally active banks.

- Effective stakeholder management; interact with a diverse audience from senior management to risk management committees and non-risk forums