KEY RESPONSIBILITIES
- Ongoing review of risk measures (VaR, greeks, stress tests) and interaction with 1st line risk takers
- Evaluate risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into consideration risk appetite
- Collaboration with Risk Engineering colleagues on the development of new risk measures / stress tests and improvements to existing measures
- Proactive identification of emerging risks (e.g., portfolio concentrations, unhedged risks, illiquidity pockets)
- Limit/threshold/alert setting
- Connect events (e.g., macroeconomic data releases, political elections) to potential vulnerabilities
- Dissemination of information and education of stakeholders through effective and timely communication and collaboration
- Communication with senior management and regulators
QUALIFICATIONS
- Three to seven years’ experience in market risk management or similar role with transferable skills
- Strong academic record with Bachelor’s degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline preferred
- Understanding of financial products including their risk/reward tradeoffs
- Understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCAR
- Excel, Bloomberg, Refinitiv Eikon proficiency, and ability to pick up in-house systems
- Ability to code desirable
- Proven problem-solving ability and control mindset
- Able to analyze and challenge risk taking activities while engaging effectively with first line of defense
- Desire and ability to collaborate with people from different departments and levels of seniority
- Commercially savvy with ability to exercise discretion with respect to highly confidential/sensitive information
- Strong ability to manage multiple projects with competing deadlines
- Desire and ability to communicate complex information and concepts in layperson terms directly with senior management (both written and verbally)