Market Risk Analyst role - interim to perm opportunityMarket Risk Analyst - Corp BankingAbout Our Client
International corporate bank.
Job Description
Ensure that market risk metrics are accurately calculated and reported in accordance with Market Risk policy to the senior management and the HO.Maintain and improve the risk infrastructure of the Branch.Monitor the business plan of 1st line from Market risk perspective and to ensure there are appropriate limits available for smooth conduct of business.Improve the methodology for accurately calculating market risk exposures from new and existing products and business, including portfolio market risk measures such as VaR, DV01, FX exposure.Monitor counterparty Credit Risk and country risk for the branch.Perform stress testing and qualitative risk assessments of different business units.The Successful Applicant...