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Director - Market Risk
Highly Competitive Remunerations Package and Bens.
27 Jun 2022
Ensure all significant market and liquidity risks are appropriately understood, analyzed, and measured as part of the firms regulatory and enterprise risk frameworks.
Be an integral part of the firm’s treasury management of capital and liquidity, providing second line challenge of ongoing business activity (investment and corporate lending portfolios) and be responsible for the risk quantification (across their ICAAP and ILAAP regulatory submissions)
Providing sound judgement, prudent governance and effective risk management oversight and control in accordance with the firm’s non-trading market risk and liquidity risk policies and practices.
Mentor and develop direct reports in the team.
As part of their 2nd line risk function focusing on market risk control, this role will be responsible for ensuring that the market risks taken by the firms trading and non-trading businesses are well understood, transparent and controlled.
Engage extensively with the firm’s trading desks, finance, technology, Auditors, and Senior Executive Team,
Ensure strong engagement with the global market risk control function and the global businesses and support and control functions operating within global centres.
Develop a strategic understanding of the firm’s businesses, including trading strategies, products, market conditions, risk and valuation drivers.
Develop and maintain market risk and valuation policies, in line with business strategy and firm’s risk appetite
Ensure a proactive approach and understanding to regional regulatory change, industry standards and market developments
Providing oversight of key model assumptions used for non-trading and liquidity risk quantification, applying specialized knowledge of analytical concepts and techniques
Oversee interest rate risk and credit risk, ensuring regulatory standards for measurement and assessment are satisfied and non-trading market risk policy frameworks remain current and effective
Oversee liquidity risks arising from capital markets and treasury activities
Perform the risk quantification for the annual ICAAP and ILAAP regulatory submissions
Maintain an informed independent view of market conditions, presiding liquidity, the macro- economic environment, enterprise-wide stress sensitivities and valuation parameters of the non-trading portfolio.
Analyze new product requests and business expansion initiatives to ensure suitability
Effectively communicate risk issues to all levels of the Risk Management organization, other control groups, the CRO, the Treasurer
Be the primary contact regulators relating to non-trading market risk and liquidity risk discussions
The ideal candidate profile:
Solid experience and knowledge of treasury functions, capital markets and risk management functions at a financial institution
Undergraduate or graduate degree in Finance, Economics, Mathematics, CFA / relevant discipline.
Advanced critical thinking, analytical and problem-solving skills.
Leadership skills with ability to motivate, coach, and develop high-performing individuals
Strong communication skills with the ability to build relationships with cross functional teams, colleagues, partners, and stakeholders at multiple levels
Robust organizational and team management skills with the ability to work in a demanding environment and handle multiple deadlines and priorities
For a confidential discussion, please contact
Brightwater Executive or click the apply button below. DD + 353 1 5927844