Market Risk Manager

Market Risk Manager

Responsibilities

Develop, Execute and Lead Strategy/Operations (70%)

  • Review and challenge the overall risk profile of the business areas and ensure actions are taken to manage risk exposures within the parameters set by the Board
  • Jointly lead market risk oversight committees
  • Develop, document and maintain market risk management policies and oversee their approval
  • Monitor and report key trends, changes in the external environment and horizon risks Review and challenges business certification of compliance with components of the risk management framework Conduct annual review of risk management effectiveness
  • Understand, monitor and report market risk exposures
  • Define and lead the implementation of market risk metrics
  • Establish market risk limits and authorities
  • Ensure proper market risk governance
  • Lead the development of a risk quantification, reporting and control infrastructure
  • Partner with other risk teams in assessing the risk and capital implications of new products and innovations

Team Leader and Development (30%)

  • Drive enhancement to team performance and achievement of team goals
  • Provide staff with leadership and guidance to improve their work product and increase client effectiveness

Interaction with Others

  • Internal- regular contact with SM – R&C, CRO, Branch Managers, Senior Management and Auditors.

 

Skills

  • Excellent communication skills, both verbal and written; ability to produce concise and effective presentations; ability to communicate complex quantitative analysis results in a clear, precise, and actionable manner
  • Strong understanding of financial products across Fixed Income, Credit, and Derivatives
  • Strong understanding of the drivers and measures of market risk
  • Strategic mind-set, with excellent knowledge and understanding of banking products and organisations
  • Strong problem solving, analytical (including qualitative analysis), research, and quantitative skills

 

Qualities

  • Significant experience in risk, with fluency in Market Risk; sound understanding of risk management principles
  • Strong project management and organization skills with the ability to multitask and prioritise; ability to work under pressure and to tight deadlines;
  • Experience in management by influence, facilitating and gaining consensus
  • Experience with regulatory interaction, ability to handle requests and discuss issues with regulators Strong business judgment and autonomy

 

Other

  • Carry out work in accordance with the banks procedures
  • Perform the assigned tasks with due diligence
  • Eliminate waste of whatever form, suggest the use of new practices and contribute to the continuous improvement of the bank

 


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