Market Risk Manager specialized in the approval of bespoke market transactions
Core
Admit and assess bespoke market transactions, calculate valuation adjustments (XVA), and monitor counterparty risk for Global Markets portfolios.
Role type
Market Risk Manager (transaction approval & XVA)
Builds
Risk measurement and approval for singular derivatives and Securities Financing Transactions (SFTs) portfolios
Domain
Banking / Global Markets / Financial Risk
Deliverable
production ML models | product features | dashboards & analysis | client delivery | infrastructure | physical/clinical work
Required skills
Risk modeling, Financial regulation knowledge, Financial mathematics, Transaction structuring, Risk limit framework alignment, Committee presentation
Preferred skills
None stated
Technologies
VBA, Python, R
Responsibilities
Manage admission of singular Global Markets transactions requiring prior risk unit approval; Conduct ex-ante financial risk assessments for transaction proposals; Calculate risk-adjusted transaction returns (RoRC, RAROEC); Prepare documentation for Risk Committee defenses; Collaborate on monthly reporting of admission activities and approval statistics
Seniority
Mid-level, hands-on IC