- Monitoring and analysing trading portfolios and identifying material market risks of trading desks and also consolidated at asset class level across regions.
- Sign off of Greeks, VaR, RNIV, Stresses including Simulation and Scenario planning etc
- Challenging, when appropriate, market risks being taken along with firm grasp of market dynamics
- Communicating changes in risk profile to senior management formally via exposure and limit reports/Market Risk Review meetings and informally whenever significant risk positions arise.
- Ensuring that risks are captured and reported properly (keeping control over processes with RIS and IT)
- Work and lead teams, looking for collective wins and successes
- Drive projects and change within existing processes focusing on efficiencies
- Participate in analysing portfolio risk in a single asset class across regions and across asset classes and regions extending to stress analytics for internal and regulatory
- Handling enquiries and ad hoc requests from regulators or senior management
What we're looking for:
- Degree in Quantitative / Finance discipline
- Experience working in control or valuation function in a financial institution. Knowledge in risk management of equity, macro or structured products would be preferable.
- Be able to work independently and have good multi-tasking skills
- Strong team player with good communication skills
Skills that will help you in the role:
- CFA, FRM, MBA or the equivalent
- Prior exposure to product control, risk, derivative pricing/structuring
- Prior knowledge or working experience in advanced programming languages like R, Python
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