Market risk specialist
1 month ago
About the role
The Specialist, Risk Management (Market Risk) is responsible for the monitoring of the Branch’s level of market risk in Treasury’s business activities and ensuring there are sound risk management practices.
What you'll be doing
Oversee trading activities and portfolio risk profiles, ensuring adherence to risk limits (Stop-Loss, DV01, FX Delta, Off Market/Exception).
Ensure accuracy and integrity in risk information and reporting.
Timely escalate any breaches, exceptions, or issues to relevant stakeholders.
Report risk trends and issues to management, recommending portfolio actions when necessary.
Manage bond definitions and limits setup within the trading system for Treasury and Corporate Banking.
Conduct market stress testing to assess resilience under adverse conditions, documenting and sharing findings and recommendations.
Develop, review, and update internal risk guidelines and standard operating procedures (SOPs).
Enhance and automate risk reports and controls to improve efficiency and accuracy.
Support ad-hoc risk-related projects and user acceptance testing (UAT).
What we're looking for
Minimum a Bachelor Degree in Business Administration or a relevant discipline.
Minimum 3 years’ related working experience within the Banking industry, Market Risk Management space.
Good understanding of financial products.
Proficient in Microsoft Office, especially Excel capabilities (VBA preferred).
Excellent communication and presentation skills to effectively convey complex risk information.
Proven ability to work collaboratively in a team and contribute to the firm's risk management culture.#J-18808-Ljbffr
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