Vp, Market Risk Management Specialist

Responsibilities:

• Demonstrated understanding of various Market Risk mgmt. practices such as limit monitoring, escalation and remediation procedures
• Proven track record in managing /understanding risk metrics for various trading desks including credit, rates and FX.
• Strong financial product knowledge including risk representations such as VAR, stress testing and scenario analysis.
• Strong analytical skills to identify and rectify reporting and monitoring issues effectively.
• Strong programming skills in data modeling and exploration of data relationships.
• Proficiency in programming languages such as Python, PowerBI, Visual Basic.
• Experience and familiarity with tools like Bloomberg API or internal database system interfaces.
• Familiarity with database management tools, particularly MS SQL
• Ability to recognize the implications of breaches across risk metrics, data validity and control environment, especially in the context of Risk Management practices and regulatory submissions.

Qualifications:

• Approximately 2-5 years’ experience in Market Risk Management
• Strong academic record with Bachelor’s degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline preferred
• Ability to work in a fast-paced environment, balancing multiple high priority deliverables.
• Ability to effectively communicate with a wide range of stakeholders, both written and verbally regarding key risks in a timely manner
• Ability to work independently in a self-directed way in a collaborative, team-oriented environment.
• Ability to lead the development of the risk function across the business and to work collaboratively with other
• business owners.
• Technical skills to ensure that repetitive tasks can be executed efficiently and accurately by introducing automated solutions, e.g. scripting and VBA skills.