1. Build rapport and work closely with front office to analyse and understand the market risk exposures, mainly well versed in credit, equity&. interest rate products. 2. Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of market risks.
3. Analyze risk reports by explaining the trading positions/activities and understanding trading and hedging strategies
4. Analyze P&.L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products vis-a-vis changes
5. in market rates/prices
6. Identify and initiate projects and processes that aid in improving the measurement
7. Support implementation of various market risk projects and initiatives
1. Sound knowledge of Treasury product (plain vanilla and derivative) and good understanding of the financial market mechanism. 2. Dynamic, versatile, and meticulous
3. Good Communication and soft skills
4. Proficiency in Excel, Access, VBA; experience with Murex system and Qlikviews.
5. BSc or MSc degree in disciplines such as economics, engineering, mathematics preferred.