SREI - Vice President - Market Risk

- Supervising of market and credit risk reporting and control across a wide group of instruments (incl. FX / IR/commodity/equity/credit derivatives, bonds)

- Review of market risk limit requests, participation in the preparation of applications for Trading Risk Committee

- Develops and leads an effective program of deep dives to review the Asset Liability Management (ALM) and hedging program.

- Monitor Interest rate risk, liquidity risk through stress testing and scenario analysis.

- Contribution to the preparation and approval of large and non-standard transactions

- Contribution in the development and approval of new products in the Markets

- Contribution in the calculations and back-testing of VAR and other risk metrics

- Contribution in control of limits and exposures on trading counterparties

- Contribution in the development of risk management and front-office systems (incl. preparation of requirements, tender documents, etc.)

- Contribution in the development and approval of risk policies and procedures