AddressThe successful candidate will be responsible for the end-to-end process of collating Market Risk data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as other downstream users.
The role involves:
- Production and distribution of Market Risk reports including investigation and analysis of exceptions, data integrity and methodology issues
- Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of Market Risk exposures by employing statistical and other approaches.
- Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions
- To participate in the roll out of enhancements in risk systems, processes and data feeds.
Person Specifications:
- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics.
- Completed or currently taking the CFA or FRM qualifications would be desirable.
- Strong analytical skills
- Knowledge of financial products, financial markets
- Basic understanding of Market Risk methodologies: VAR and other risk measures.
- Proficiency in MS Excel, VBA knowledge would be desirable
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
