VP/FVP, Market Risk & Product Control, Risk Management
Core
Oversee daily market risk limits, P&L reporting, and regulatory compliance for a global bank's treasury operations.
Role type
VP/FVP, Market Risk & Product Control
Builds
Market risk capital charges, stress testing inputs, ICAAP components, and management reporting for the group.
Domain
Banking / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Market risk methodology, P&L attribution analysis, regulatory reporting (ICAAP, stress testing), Python programming, VBA, MS Excel, treasury product pricing, risk sensitivity testing, system reporting tools development
Preferred skills
Front office treasury system experience, automation programming, data quality improvement, process re-engineering
Technologies
Python, VBA, MS Excel, Treasury systems, Risk management systems
Responsibilities
Monitor daily market risk limits and P&L; reconcile Treasury and GL systems; review risk exposures and escalate breaches; prepare regulatory deliverables and management reports; support system enhancements and automation projects; lead team development and coaching
Seniority
VP/FVP, strategic leadership with hands-on technical oversight
