Vice President - Market Risk - BFSI

A challenging role within our Market Risk Management (MRM) department

- Close collaboration with Trading

- Development of market risk framework for the new Legal Entity, including risk reports, stress scenarios, risk limits, etc.

- Market risk reporting for the new Legal Entity, covering all asset classes (Fixed Income, Equities, Commodities, FX)

- Regulatory market risk projects across Private Banking & Wealth Management (PBWM)

- Close interaction with MRM cluster teams and other departments throughout the Bank to ensure exposures are in line with bank's risk appetite

- Deep-dive risk reviews for senior management

- Working within a team of experienced risk analysts on a range of projects to improve risk capture and accuracy

You offer :

- University degree in Finance, Mathematics or other quantitative discipline

- Minimum 5 years of experience in a Market risk management role out of 10 years of total experience.

- Understanding of VaR and other risk management methods (Greeks, Scenarios, - )

- Derivatives knowledge

- Experience with Regulatory projects

- Strong English skills

- Team Player with ability to work independently

- Self-starter with ability to perform under pressure

- VBA Skills, knowledge of risk system infrastructure, Bloomberg are a plus

- FRM, CFA