Market Risk Manager
Location Sydney CBD
Consultant Thomas Ryan
Date posted 7 November 2016
Leading Domestic Bank is seeking Market Risk Manager, responsible for the measurement of market risk and associated capital alongside data analytics.
- Monitor trading desk's adherence to trading limits
- Validate changes in trading risk sensitivities with the trading activity seen
- Conduct deep investigations into risk, valuation anomalies to shed light on complex risks, overcome deficiencies and improve the risk oversight
- Provide challenge to trading desk's on risk issues when appropriate
- Review Risk Frameworks
- Ensure appropriate risk appetite settings
- At least 5 years experience with a Markets, Oversight or Risk function
- Thorough understanding of multiple types of market risk taken in different trading books
- Strong quantitative knowledge and on product pricing algorithms
- Excellent written and verbal communication skills
To apply please click apply or call Thomas Ryan on +61 2 8289 3158 for a confidential discussion.