AVP-VP Market Risk
Consultant Ikha Aliman
Date posted 19 July 20192019-07-31 2019-09-17 banking Jakarta ID 12920 IDR 35000000 45000000 45000000 MONTH Robert Walters https://www.robertwalters.co.id https://www.robertwalters.co.id/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
A great job opportunity has just been made available as a AVP-VP Market Risk at a global corporate bank based in Jakarta, Indonesia.
About the AVP-VP Market Risk Role:
As the AVP-VP Market Risk, you will oversee the smooth running of the risk reporting, production, and review process, and make yourself aware of the significant market risks in the businesses you cover in the process.
- Process and production of the monthly risk figures for the rates business
- Ensure full risk capture and completeness, both on a procedural (book and mapping) basis, as well as a risk factor basis
- Provide accurate and timely production of primary and secondary stress outputs, as well as the investigation of changes in the market risk that feed into the process
- Daily monitoring of exposures, and utilisation against limits, as well as additional ad-hoc analysis, e.g. P&L arising from market moves. Escalation of overages as appropriate
- Maintenance, improvement, and creation of risk reports for both informational and supervisory purposes
- Support the senior risk managers identifying and aggregating the headline risks across the businesses. Write commentary of associated risks in the context of macro events
- Ensure daily sign-off of risk, stress to ensure timely and accurate market risk capture and risk reporting
To succeed in this role, you should have an excellent track record of market risk with a strong understanding of macro market risk.
- Applied math knowledge with an ability to understand and employ quantitative or statistical analysis
- Ability to propose, create, and deploy views and appropriate cuts of risks, including creation of new metrics or scenarios, in order to visualise and subsequently summarise risk for management
- Strong proficiency in Excel absolutely required
- Motivated self-starter, able to operate from day one with minimal supervision essential
- Some risk management experience across the rates/FX asset
If you are driven and seek the right opportunity to take your career forward, this AVP-VP Market Risk position is the role for you. You will be part of a positive and committed working environment that values beliefs and aspirations.
Apply today or call me to discuss this exciting opportunity.