The Traded Risk manager will be reporting to the Regional Head of Cross Risks. Responsibilities include :
- Liaise and Guide change team in the implementation of strategic solution for IBOR program
- Assisting in the development and interpretation of aggregate risk reports;
- Drafting materials for internal governance meetings; maintenance of market risk policy;
- Support for various GACH areas of responsibility; co-ordinating response to various regular and ad hoc regulatory enquiries;
- Involvement as market risk and counterparty SME in ongoing and incoming regulatory priorities.
- Involvement as market risk and counterparty SME in drafting Traded Risk business requirements.
- Ensure counterparty credit risks are identified in a timely fashion, correctly measured and appropriately escalated.
- Support BAU project activities to ensure the highest level of data quality and integrity for Risk Management
Comply with regulatory commitments.
* Strong quantitative and/or business related university qualification
* Solid experience in Market Risk Management and / or Fixed Income Trading
* Outstanding in depth knowledge of Rates and/or Credit markets and products,
* Outstanding communication and interpersonal skills
* Strong quantitative skills i.e. derivative pricing, VaR methods, market data analysis
* Strong technical skills (VBA, SQL, Matlab, C++ etc)
* Fixed Income markets savvy
* Ability to understand and interpret complex business requirements
* Ability to prioritize competing demands
* Negotiation and conflict resolution capacity