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Market Risk Analytics Head (Banking)

Job Category:

Finance

Job Level:

Managerial

Open Date:

21-Sep-2021

Location:

TAGUIG CITY

Close date:

30-Nov-2021

Client Industry:

BANKING

Job Description and Qualification:

  • Produce daily and weekly market risk reports, which monitor, factor sensitivity, VAR and
  • issuer exposures against independent market risk limits.
  • Provide information to both Market Risk Management and the business for audit, stress
  • testing and ad-hoc related queries.
  • Develop and maintain close working relationship with Risk Management, Business Units and
  • other Control functions. Raise, investigate and follow-up on issues related to data quality,
  • limit excesses, etc.
  • Maintain data metrics measuring the market risk infrastructure and performance of risk
  • systems and processes for the ICG businesses.
  • Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk
  • across various trading platforms. Evaluate redundancies and inefficiencies in daily tasks to
  • continually improve productivity.
  • Develop an understanding of financial markets and market factors that affect risk exposure
  • of ICG trading businesses. Learn market risk terms, units of measurement and risk
  • management techniques utilized by independent risk managers.

Qualifications:

  • The ideal candidate will have a BS or BA and 6 -8 years work experience in finance or a
  • related control discipline (e.g. Risk Management, Financial, Product Control, Operations, etc.)
  • Attention to detail and accuracy are essential
  • Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS
  • Excel and Access are a must, familiarity with Visual Basic and Tableau is preferred.
  • Solid understanding of statistical concepts and data analysis or a track record that
  • demonstrates high aptitude to learn these skills.
  • Quick learner with excellent communication skills, team orientation, and ability to work with
  • counterparts in different areas of organization


Salary:

PHP 2 M – 2.9M