Vp, lead market risk analyst
4 days ago
Why Join You will be working with front office traders/sales and experienced risk managers to manage the regulatory capital reporting requirements for the Market Risk portion of the trading portfolio. The role provides an opportunity to appreciate how the various Market Risk greeks and positions of the trading portfolio affect capital requirements, thereby providing a holistic view of market risk management. How you succeed Manage internal and external stakeholders effectively in terms of understanding Market Risk capital regulations and requirements. Strong Market Risk domain knowledge with in-depth understanding of Market Risk greeks across different asset classes. What you do Deliver comprehensive analytical review and provide insightful commentary explaining Market Risk capital requirements to internal and external stakeholders. Provide oversight of reconciliation, control and signoff processes on Market Risk related regulatory activities. Assess impact of capital regulations on individual transactions, new products and business proposals. Collaborate with functional specialists on Market Risk capital requirements in new product testing and approval process. Contribute to Internal Capital Adequacy Assessment Process (ICAAP) and other capital forecasting exercises for Market Risk Weighted Assets (MRWA) stress projections. Participate in FRTB enhancements, patches and fixes where applicable and necessary, to keep abreast with regulatory changes. Who you work with Group Risk Management works independently to protect, build, and drive our businesses. The team supports good decision-making with strong risk analysis and plays a crucial, comprehensive role in sharpening our competitive edge and optimizing risk-adjusted returns. Qualifications Who you are Understand capital regulations and determining appropriate capital interpretations, in particular the Market Risk section of MAS Notice 637. Experienced in Market Risk management with in-depth understanding of greeks sensitivities across asset classes. Good understanding of Market Risk regulatory capital requirements, financial products and the corresponding Market Risk greeks. Effective communicator – both verbally and in writing. Team player – ability to maintain mutual support within and across teams. Meticulous, with strong attention to detail. What we offer Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers. #J-18808-Ljbffr
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VP Operations Risk Manager
2 weeks ago
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