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Market Risk Manager
A International corporate bank is looking to hire a market risk manager to manage their global market desk risk appetite Job Responsibilities: Support Global Markets desks' overall risk profiles and daily/monthly P&L reporting and monitoring Monitor key risk measures (e.g. Greeks and PV01) and risk metrics (e.g. VaR, ES and Stress Test) against limits mandates pre-approved by Group ALCO Monitor market risk trading limits and P&L stop-loss limits Perform trade surveillance checks to ensure trades are within prevailing market rates and pre-defined thresholds/benchmarks Ensure the accuracy and timeliness delivery of regular GL reconciliation report Participate in ad-hoc business, systemtics and regulatory projects


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