A large international investment bank undergoing tremendous growth in their trading business has created a new market risk function to oversee strategic initiatives. As a result of the growth in their trading arm, this market risk function will focus on transformation initiatives across market risk including:
- Data
- Governance
- Regulations
My client is seeking a candidate with:
- Market risk background, big-picture perspective, and strong communication skills
- 6 - 8 years of experience in market risk at a bank or Big 4 consulting firm
- Understanding of risk frameworks across market risk, credit risk, operational risk
- Understanding of risk modeling and the analytical skills used to create measurement and reporting capabilities
- Understanding of risk/regulatory requirements relating to: FRTB, Basel III
In this role you will:
- Establish/maintain thresholds, at risk levels, and exposure limits
- Work with different business units (treasury, trading, client facing functions) to better understand their risks and help improve workflows
- Establish operational procedures for market risk
