Manager, Market Risk Analytics

The Manager, Market Risk Analytics will support the team to ensure that enterprise market risk exposure is accurately measured and explained by the market movement and Bank’s trading strategies. This role is ideal for a person familiar with capital markets and regulatory requirements with quantitative background and proven interest in market risk management.

Requirements

• Collaborate with various groups to analyze market risk capital results and enhance the implementation of FRTB as well as support the implementation of any regulatory changes.
• Enhance current data visualization tools (Power BI/Tableau) for capital-related analytics and reporting.
• Support enterprise-level market risk monitoring by working with the market risk modeling and technology teams to improve data accuracy and process efficiency.
• Prepare daily VaR and Stress testing reports among other periodic regulatory submissions; additionally, develop and implement automated solutions to improve reporting efficiency.
• Assist with the documentation of various processes and RDARR requirements pertaining to market risk.
• Execute regulatory reporting activities in accordance with the Bank’s Regulatory Reporting Target Operating Model policies, internal processes, and established controls.

Benefits

• Competitive compensation and benefits package
• Rewarding career path with diverse opportunities for professional development
• Internal development to support your growth and enhance your skills
• Inclusive and collaborative working environment that encourages creativity, curiosity, and celebrates success!