Overview

Position Overview

Our vision is to be a strong, independent, world-class risk management function. We look to support the company’s strategies whilst protecting its capital and regulatory adherence. Develop your career here, and you’ll be at the heart of a global financial institution that values your ideas and champions your career development.

We take a holistic approach to managing risk and return to effectively manage our risk, capital and reputation. This supports our ability to adapt to an increasingly complex operating environment and further enhances our strong risk culture.

Our aim is to identify, aggregate, manage and mitigate risk across the core activities of market risk, credit risk and operational risk management. We’re closely aligned to our business and infrastructure partners, ensuring that together we achieve the company’s aspiration to be the leading client-centric global universal bank.

Responsibilities:

Overall leadership function for US Rates business, including maintenance and evolution of all relevant relationships
Follow rates market developments and understand risk moves of US Rates business: Govt, Agy, Swaps, Options, Muni, Inflation, Index and RMBS desks
Sign off various risk metrics such as VaR, SVaR, EC, IRC, and stress tests
Set up frame work for various stress tests complying with regulatory requirements
Perform on-going risk calibration to prevailing risk tolerance, including setting, monitoring and reviewing limits and limit structure
Engage in frequent discussions with trading desk on risk taking, market color, and model control
Engage in regulatory meetings for on-going risk monitoring and other formal discussions
Liaise with risk managers of other asset classes and stake holders in various functional areas, such as CRM, Finance, and Product Control to come up with a collective solution
New Product Approval
New Process Approval
MRM policy sign off
Market data sign off
HVV sign off

Requirements:

Grad/post grad degree in finance/mathematics/statistics
Extensive work experience in market risk management for interest rate and/or RMBS markets
In depth knowledge of interest rates products including Inflation, Municipal structured products, exotic rates options and RMBS
Influence and impact within and outside the team demonstrating leadership qualities in collaboration as a senior member of the team
Strong analytic skills
Excellent communication/interpersonal skills as a point of contact facing front office and regulators
Good understanding of various risk frameworks and how they are interconnected for bank’s capital
Team oriented, flexible, diligent, and self motivated
Ability to work under pressure setting the right priorities

Please send resumes to Jack Kelly – JKelly@ComplianceSearch.com

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