Market Risk Professional - BFS

Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators

- Review, validation and improvement of risk calculation and management models

- Collation of Risk related MI and preparation of Stress Testing and Back testing governance committee packs

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

- Good understanding of financial products (eg. Bonds, Swaps, Futures, Repos), market risk measures and market data, specific to Aggregation & Stress Testing. Market risk measures such as PVBP, CS01, VAR, Stress Testing and detailed understanding of the valuation of capital markets and derivative product is desirable

- High level of competency in the production of information, and the ability to process and analyze large volume of data

- High proficiency at Excel (VBA skill would be an advantage), Word and Powerpoint

- Self motivated, excellent communication skills, adaptability and mentoring skills

- Strategic thinker, planner and a good listener.

- Demonstrated leadership skills. Experience in managing a team would be a definite advantage.

- Ability to work cross culturally with a strong collaborative and inclusive mindset.

- Ability to drive performance under pressure and tight timelines