Global Market Risk Control Role - CFA/FRM - BFS

The teams are responsible for Credit Risk Control, Market Risk Control, Margin Risk for Un-cleared derivatives etc. Activities undertaken include :

- Management and monitoring of Market risk limits in the trading system

- Analysis and reporting of market risk calculations to traders, risk managers

- Ensure VaR and regulatory risk measurements are accurately calculated and properly validated.

- Conduct risk position and regulatory risk measurement analysis.

- Effective maintenance of risk systems and models from data input, processing by the market risk team and outputs.

- Implement new market risk and the associated front office has driven systems projects in a timely and successful manner.

- Flag issues with the data and risk calculations in a timely manner with the team, and work towards resolution of these issues

- Generate MIS reports to assist with more pro-active management of risk by traders and market risk managers.

- Participate in testing of system enhancements or changes to ensure the impact on risk calculations is as desire.

Qualification : 

- A degree/qualification in finance, accountancy, business management or previous experience in risk management (Market Risk)

Certifications : FRM, CFA is preferred

Proven skills in VaR process, Sensitivities and its variant (i.e. Historical simulations, parametric VaR, full reval)