KEY RESPONSIBILITIES

Ongoing review of risk measures (VaR, greeks, stress tests) and interaction with 1st line risk takers Evaluate risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into consideration risk appetiteCollaboration with Risk Engineering colleagues on the development of new risk measures / stress tests and improvements to existing measures Proactive identification of emerging risks  (e.g., portfolio concentrations, unhedged risks, illiquidity pockets) Limit/threshold/alert settingConnect events (e.g., macroeconomic data releases, political elections) to potential vulnerabilitiesDissemination of information and education of stakeholders through effective and timely communication and collaborationCommunication with senior management and regulators

    
QUALIFICATIONS

Three to seven years’ experience in market risk management or similar role with transferable skillsStrong academic record with Bachelor’s degree, equivalent or above in Finance, Mathematics or a related quantitative/analytical discipline preferred Understanding of financial products including their risk/reward tradeoffsUnderstanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCARExcel, Bloomberg, Refinitiv Eikon proficiency, and ability to pick up in-house systemsAbility to code desirableProven problem-solving ability and control mindsetAble to analyze and challenge risk taking activities while engaging effectively with first line of defenseDesire and ability to collaborate with people from different departments and levels of seniority Commercially savvy with ability to exercise discretion with respect to highly confidential/sensitive informationStrong ability to manage multiple projects with competing deadlinesDesire and ability to communicate complex information and concepts in layperson terms directly with senior management (both written and verbally)