Risk Manager - Cluster Role (Job ID : RM2014062)

Applications are invited for the position of "Risk Manager - Cluster Role" in a MNC Investment Bank.
Click here to apply

Key Responsibilities :

Main responsibilities are to ensure that all risks are captured in our risk systems, understanding the economics of the various structures the desk holds and providing a transparent view of the risk to management

Coupled with the risk management, also to run and understand the risk based P&L which is run within the cluster

Understanding the economics of complex credit structures and risk factors required to ensure complete capture of risks

Control the risk taking and participate in the definition of a limit framework

Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios

The candidate will prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers

Qualifications/ competencies :

Quantitative/Financial Undergraduate Degree

Advanced system skills including Excel/Access with VBA & SQL

Knowledge of VaR, ERC and other risk management frameworks

Market Risk Experience, preferably with a Credit environment

Strong Analytical skills; attention to detail & accuracy

Good interpersonal skills