Leadership Role - Market Risk & Credit Risk - BFSI

The purpose of the role is to produce consolidated Traded Credit risk, market risk and Value-at-Risk (VaR)

Information daily for senior Group and Global Banking and Markets executives.

Tracking the market risk limit excesses submitted by the sites, and the preparation and review of limit excess reports for senior management review.

Track the daily market risk returns from all trading entities, and liaise with regional market risk managers and finance functions to resolve any data issues in the daily returns.

- Preparation and analysis of accurate and timely daily market risk and VaR reports for senior management.

- Analyze and provide commentary on changes to risk exposures on a daily basis.

- Finalize the daily Group VaR for both internal and external reporting purposes.

- Administration of limit amendment procedures, that requires the accurate tracking and timely maintenance of regional and site limit records.

Qualification in finance, accountancy, business management or previous experience in risk management (Market Risk and Credit Risk) is essential.

A detailed understanding of the credit risk measures like PD, EAD, LGD, Expected Loss, Unexpected Loss and credit risk concepts like counterparty credit risk, credit derivatives.

- Highly competent in the production of information, and the ability to process and analyse large volumes of data.

- Excellent communication skills

- Excel and VBA skills are a pre-requisite

An understanding of market risk measures such as present value of a basis point (PVBP) and VAR, or detailed understanding of the valuation of capital markets and derivative products is desirable.

- Ability to work under pressure and to tight time-lines is essential