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Dir, Market Risk Analytics - Hybrid Schedule
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Full-time
- The Market Risk Analytics - Director will be responsible for enhancing the quantitative market risk management framework supporting current business activities and prospective strategic growth plans.
- This individual would also be responsible for developing the needed analytical market risk tools to meet future regulatory requirements around market risk, including but not limited to the Market Risk Rule (MRR), Fundamental Review of the Trading Book (FRTB), and Basel III Endgame market risk requirements.
- In additional to market risk analytics, they will also be responsible for developing and managing quantitative analytics needed for Counterparty Credit Risk management for trading exposures, including measurement of the Credit Valuation Adjustment (CVA).
- As part of the independent market risk control function, this individual would also be responsible for partnering with 1 st line trading desks to ensure front-office analytics are effective, including possibly independently testing these analytics, if required.
- To be successful, the Market Risk Analytics - Director will partner with both the 1 st line business unit executives, e.g. traders and desk quants, and 2 nd line risk units, e.g. Compliance, Operational Risk, and Credit, to enhance the existing market risk frameworks supporting the 1 st line activities.
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