Role Description : Market Risk - Vice President
Background :
- The candidate will have to monitor, understand and analyze the market risk and to support the SRM cluster manager and the GMP/EMG team.
- Control the risk taking and participate in the definition of a limit framework.
- Advise and drive delivery of tools/methodologies like VaR/ERC/IRC, sensitivity analysis, scenarios.
- The candidate will work on ad hoc projects, prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers.
- Liaise with other departments and support/manage project deliveries
- Degree (e.g. BSc or MSc) in finance/ risk management / quantitative subjects or related discipline; FRM qualification is a plus.
- Modules on economics / statistics / risk management / financial stochastic calculus is an advantage.
- Good knowledge of fixed income asset classes and/or their derivatives.
- Competent in using Microsoft Office suite (PowerPoint, excel, word)
- Analytically minded and effective communicator (written & oral).
- Good interpersonal skills and must be seen as a trusted and knowledgeable partner by the onshore stakeholders.
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