
Market Risk Specialist
3 days ago
Market Risk Manager
We are seeking a skilled professional to oversee market risks and develop automated model monitoring tools.
- Key Responsibilities
- Work with stakeholders to embed, monitor, and review risk management practices.
- Develop and implement model monitoring tools to enable oversight of model risks.
- Review and oversee market risks to ensure they are appropriately identified, measured, analyzed, monitored, and controlled.
- Accountable for development and continuous improvement in reporting provided to senior management.
Additonal responsibilities
- Independently validate Treasury, Traded/Non-Traded Market Risk, Counterparty Credit Risk, and Liquidity Risk Models in accordance with the bank's model governance standards.
Requirements
- Extensive experience in market risk oversight and model development or validation.
- Coding experience in R, Python, SQL, or similar languages.
- Detailed knowledge of risk management theory and interaction of risk with banking principles.
- Solid understanding of APRA or Basel equivalents of market risk, counterparty credit risk, and liquidity risk standards.
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