Manager, Market Risk Management
Core
Manage market risk exposures, ensure regulatory compliance, and support the overall risk management framework for a leading Asian bank.
Role type
Manager, Market Risk Management
Builds
Risk management framework, policies, and reporting for a global banking network
Domain
Banking / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Market risk methodologies (VaR, stress testing, sensitivity analysis), regulatory frameworks (Basel III, MAS), financial markets knowledge, risk management systems (Murex, Kondor+, Bloomberg), limit setting, model validation
Preferred skills
FRM or CFA certification, experience in financial institutions
Technologies
Murex, Kondor+, Bloomberg
Responsibilities
Develop and maintain market risk policies and procedures; Monitor and analyze market risk exposures across asset classes; Perform stress testing and scenario analysis; Prepare risk reports for senior management and regulators; Oversee limit setting and monitoring; Collaborate with front, middle, and back office teams; Participate in product review and approval; Provide training to junior team members
Seniority
Manager, hands-on leadership