Job Summary You will evaluate and monitor market interest rate risk in the banking book, perform risk control and data validation, conduct stress testing, and prepare risk reports to support effective market risk management in a banking environment.
Responsibilities - Evaluate, monitor, and analyze market interest rate risk in the banking book to identify risk exposures and trends
- Perform market risk control by reviewing limits, monitoring approved limits, and escalating limit breaches to ensure compliance
- Validate system data and develop enhancements to systems and templates for accurate risk data capture and monitoring
- Conduct regular stress testing and perform data and scenario analysis to assess risk under various conditions
- Prepare timely and accurate risk reports to inform stakeholders and support decision-making
- Prepare materials for risk management committees, including presentation slides and meet...