Job Profile: Monitor market risks including the use of metrics such as Value-at-Risk (VaR), Greeks, limits, and scenario analysis tools daily. Portfolio Analysis using scenarios and estimation techniques, creating risk summaries, and presenting risk updates to senior management with thorough understanding Credit Risk to support CMR. Advise Data teams responsible for data management and reporting, including data analytics, KPI's, data quality enhancements, and the development and execution of controls. Contribute to various regulatory initiatives like FRTB and represent Data in various regulatory onsite reviews. Be part of various projects towards improvements/efficiencies of Market risk data infrastructure. Maintain active dialogue with risk management colleagues, Finance, Audit, and IT Stay abreast of market trends, emerging risks, and macro-economic themes. Clearly communicate requirements to subject matter experts in our Technology team To be successful, candidates will benefit from relevant experience with a strong desire to lead specialized market risk team. Strong knowledge of Market Risk and financial products. Thorough understanding of risk exposures (Greeks) and reference data. Control mindset with attention to details. Strong analytical and organization skills with the ability to multitask and prioritize. Proficiency with technology, particularly Database queries, excel and Python. Bachelor's degree, Engineering or Finance is a plus. 15 or more years of market risk experience with proficiency in managing Market Risk Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
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