Job summary.
Drive market risk management for trading and investment portfolios by assessing exposures, supporting stress testing, and defining risk frameworks to enable informed decision-making.
Collaborate with stakeholders to strengthen risk controls, enhance reporting processes, and ensure compliance with regulatory standards while responding proactively to market changes.
Job description.
- Assist in developing operational plan for Market Risk Management – Trading and Investment Risks
- Assess trading activities, investments proposals, and business initiatives to identify market risk exposures, market risk capital implications, and valuation requirements.
- Design and develop market risk measurement methodologies, control frameworks, and reporting processes for market risk management of trading and investment risks.
- Support stress testing design, scenario development, and risk appetite and risk limits setting.
- Analyze market risk exposures, provide recommendation and mitigating controls, and escalate to the management for considerations and decision-making.
- Enhance and streamline market risk management processes to support effective communication with senior management and improve operational productivity.
Key Responsibility:
- Ensure quick responses to market changes and business needs yet maintain integrity of the Market Risk function.
- Stay up to date with market events that may require further action than normal procedures e.g. necessity of ad hoc stress test in response to a potential stress event.
- Stay updated on BOT and BIS regulations and best practices related to Market Risk to ensure that regulatory compliance and adherence to industry standards.
Qualifications.
- Bachelor's or master's degree in finance, Risk Management, Mathematics, Statistics, Economics, or Financial Engineering.
- At least 3 years work experience in Market Risk Management or related functions.
Personal Characteristics
- Strong communication skills with good command in English
- Positive working attitude, strong interpersonal skills, and ability to work effectively under pressure in a dynamic environment.
- Possess strong sense of ownership, urgency, and commitment to deliver high-quality results, with creativity in problem-solving.
Skill
- Strong market risk analysis skills
- Good statistical and mathematical abilities
- Strong skills in MS Office especially Excel / VBA.Proficiency in other data analytical tools is a plus.
Knowledge
- Strong knowledge of financial markets products and market risks.
- CFA / CISA / FRM / PRM is a plus.
