Manager, Market Risk Manager, Traded Risk (Banking)

• Implement Price Risk Target operating Model in a timely manner, focusing on Intraday Market Risk management, monitoring , governance and controls across all Asia Pacific countries, taking all the local jurisdiction and regulatory requirements into consideration.
• Review and analyse the market risk of portfolio’s and identifying issues/trends that result in increased risk to the bank and/or potential breaches of mandated market risk end of day and intraday limits. Ensure that the identified issues are escalated to the correct level of management;
• Proactively identify potential and emerging risks and timely escalate issues and concerns.
• Assist in the annual review and enhancement of risk limits & framework.
• Reviewing new products and structures to identify all material intraday market risks and ensuring effective controls surround these to ensure appropriate risk management occurs during their life cycle;
• Handling Internal Audits and ensuring closure of all outstanding issues through appropriate resolution;
• Coordinate and involve in the regulatory queries, survey, self-assessments etc
• Solving complex issues as they arise, and time management in handling multiple tasks/projects/daily tasks;
• Effective communication skills to manage multiple stakeholders across complex areas with varying degrees of underlying knowledge;
• Ability to adapt and respond to (generally time critical) issues related to market risk;
• Coordinate and involve in the regulatory queries, survey, self-assessments etc and to meet regulatory reporting requirements and respond to adhoc requests within short time frames;
• Ensure the market data and static data involved is reviewed and validated adequately;

Requirements

• University graduate in Finance/Risk Management/Maths/Engineering/Computer Science related disciplines or quantitative subject
• Minimum of 3 years relevant working experience in market risk management or control field.
• Basic database and programming skills (Excel VBA, Python, etc.)  is a must with the ability to automate ad hoc & regular tasks.