Market Risk Manager
1 week ago
Daily monitoring of risk exposures for FX, FXO, CMPS and Macro Trading.
Follow up market risk related issues e.g. investigate and escalate limit excesses, potential concerns.
Develop knowledge in FX and become a key team member facing the business.
Provide risk / market analysis on key FX markets for daily/weekly/monthly risk updates (highlight key risk issues where appropriate) and provide ad hoc analysis as required on an event basis.
Build a technical understanding of the FX, FXO,CMPS and Macro Trading business, products and limits structure
Perform monthly regulatory reporting including RNIV, FDSF and MAS.
Assist senior managers to prepare market commentary
Help reviewing risk control framework (including but not restricted to portfolio maintenance and risk reporting)
Perform user acceptance testing to support rollout of technology projects involving market risk.
Participation in ad hoc projects and requests
Perform data quality review of VaR time series
Liaise with traders and Market Risk teams regarding market data issues affecting P&L and risk.
Develop familiarity with the market data related static data in SABRE and Asset Control.
Assist with new market data set up and associated historical rate generation where required
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