Market Risk Associate

Associate-Market risk

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

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

- Validation of VaR, Incremental Risk Change, Comprehensive Risk Measure (where applicable) and Economic Capital numbers and sign-off on the relevant Risk systems

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

- Monitoring and administration 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; preparation of reports and escalation to senior management.

- Recommendation and creation of risk limits (working with the Market Risk colleagues)

- Ad-hoc risk views and drill down analysis of less transparent risks and issues of importance to senior Risk Management/Trading Heads.

- Re-engineer the risk reporting process including interactions with Risk and front Office technology personnel to drive improvements

Write to twinkle@ikyaglobal.com