We’re looking for a candidate to fill this position in an exciting company.
Daily monitoring of NJA risk positions (all FX and rates products)
Management of risk limits and market risk metrics (VaR, SVaR, Stress testing), including Volcker risk metrics / inventory management
Review large trades, NPAs / NTAs
Monitor rates/FX risk in non-core or non-trading FIC books (accrual books, Treasury/Pool)
Country MRM responsibilities for various NJA locations
Assist APAC FIC head monitor and review overall APAC FIC risk exposures, run ad-hoc stress tests
Daily review of APAC economic, fixed income and FX market news and price movements
Report preparation and communication to senior MRM management
Actively engage with traders on risks, portfolio correlations, limit issues, trader meetings, position adjustments into key risk events when necessary.
Manage junior MRMs and interface with Risk Ops staff
They make decisions and approvals based on their allocated authority level, and are a point of escalation for disputed assessments or decisions. Role responsibilities also include reviewing the effectiveness of current frameworks and methodologies as these are used and collaborates with others to improve and develop these.