Assistant General Manager, Market Risk Management
Core
Assisting the Treasury Risk Management Head in overall market risk management, model validation, and fair value functions for the Bank.
Role type
Senior IC market risk manager (model validation)
Builds
Market risk reports, stress testing results, RWA calculations, and validated quantitative models
Domain
Banking, Treasury, Market Risk
Deliverable
production ML models
Required skills
Market risk management governance, quantitative analysis, derivatives pricing, fixed income/interest rate/FX/treasury products, limit assessment, statistical analysis
Preferred skills
People management, Murex system experience
Technologies
Murex
Responsibilities
Manage day-to-day market risk management including control and analytics support; Lead the maintenance and regular validation of quantitative models; Prepare management reports to senior management and risk committees; Provide coaching to team members
Seniority
Senior, hands-on IC with people management
