AVP - Market Risk

As a dedicated risk manager for the business areas, candidates will be responsible for managing the following:

- Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies.

- Review analysis and interpretation of the results of risk sensitivities and stress tests.

- Review analyse daily calculation of VaR and Economic Capital numbers

- Preparation of risk reports for traders and senior business management (including the COO, CFO and Front office Business Line Heads).

- Review work of team Monitoring of risk limits and resolution of limit excesses. Liaising with the risk managers in the trading centers and heads of business units regarding potential limit increases;

- Recommendation and creation of risk limits (working with the Head of Market Risk and Trading Heads).

- Participation in the approval process for non-standard deals and new products. Providing recommendations and/or caveats to approvals.

- Ad-hoc risk views and drill down analysis of less transparent risks.

- Developing the profile and role of Market Risk as a partner with the business areas and other internal risk and control functions, maintaining relationships in order to assist in the overall management of the firm’s risk

- Re-engineer the risk reporting process

- Team Management and process improveent activities.

Experience: 5 to 7 yrs

write to twinkle@ikyaglobal.com