APAC Market Risk, Assistant Vice President
Core
Independent second-line oversight of trading market risk across APAC Markets and Treasury activities, including monitoring, analysis, reporting, and governance.
Role type
Senior IC market risk manager (second-line oversight)
Builds
Risk monitoring frameworks, stress-testing scenarios, regulatory compliance initiatives, and risk analytics tools
Domain
Financial services / Market Risk / APAC
Required skills
Market risk measurement (VaR, sensitivities, stress testing), regulatory frameworks (FRTB, Market Risk Rule, Volcker Rule), quantitative analysis, risk data analysis, Python, SQL
Preferred skills
Foreign Exchange and Interest Rate products (forwards, swaps, NDFs, options), equity swaps, Bloomberg/Reuters platforms, risk systems development
Technologies
Python, SQL, Bloomberg, Reuters
Responsibilities
Monitor market risk measures and limit utilization, perform stress-testing analysis, support independent risk reviews of new products, enhance market risk systems and reporting processes, assist with regulatory initiatives
Seniority
Senior, hands-on IC