Vice President - Global Markets Risk Manager

Job Description:
This job is responsible for the reporting, analysis, and monitoring applicable market related risks taken within a specific product area. Key responsibilities include analysis of model risk, analysis and reporting of market risk, distributing the market risk reports, and interfacing with the trading desk and other risk and support groups (i.e., Compliance, Finance, Operations, etc.).

Responsibilities:

• Analyze structured financing proposals put forth by the trading desk with independent views on credit/structure/collateral and other risks

• Monitor structured financing trading activity and act as an effective review and challenge function, while setting appropriate position/ portfolio level limits to manage credit and market risks

• Support new product approvals by assisting with analysis of structured financing transactions and portfolio risk, ensuring activities align with internal policies, risk appetite and are appropriately captured in risk systems and limit frameworks.

• Monitor and analyze risk sensitivities and investigate drivers of changes across products and risk factors.

• Develop and maintain appropriate reporting tools for structured financing transactions, covering relevant risks across multiple systems

• Manage risk limits for structured financing activities, including monitoring utilization and escalating breaches in a timely manner

• Work with GVG/Finance and other support departments to keep a strict vigil on the marks and furnish risk views in discussions

• Review the credit and market risk feeds and sign off to ensure accurate and timely reporting of credit and market risk in various bank systems. Participate in designing specifications and test new feeds/systems

• Participate in various New Product/Transaction approval forums

• Participate in review and approval of the relevant risk policies and procedures

• Participate in various business control committees to highlight risk arising from the activities within the region.

Skills:

• Candidates will typically have over 5 years of global market financing risk experience, with wide coverage across different collateral types (corporates/ sovereigns/ asset backed bonds/ structured assets) and across geographies (including ex-Asia) preferred.

• Preference will be given to candidates with experience in analyzing funding market stress scenarios in a trading context and with strong understanding of market risk management.

• Have excellent writing, presentation, and spreadsheet analysis skills

• Have a positive orientation and an ability to work in a fast paced environment/multi-task under pressure.

• Have a good academic record with commensurate graduate/post-graduate degrees from recognized institutions