Market Risk Reporting Cover Letter

I am excited to be applying for the position of market risk reporting. Please accept this letter and the attached resume as my interest in this position.

In my previous role, I was responsible for independent EMG / Financing market risk analysis and governance in accordance with the Market Risk Manual.

Please consider my experience and qualifications for this position:

• Participate in the roll out of enhancements in risk systems, processes and data feeds
• Support Asia Ambition - Stress Testing Reporting project delivery by providing subject matter expertise knowledge and participating in UAT
• Proficient with using other Microsoft products including PowerPoint, Word, Outlook an advantage
• Understanding of financial products, particularly equity-related
• Hands-on knowledge of risk management techniques and processes
• Knowledge of program language such as SQL or SAS
• Knowledge of APRA prudential standards relevant to market risk
• Provision and analysis of Ex-Ante risk analysis (using multiple third party risk models)

I am excited to be applying for the position of market risk reporting. Please accept this letter and the attached resume as my interest in this position.

Previously, I was responsible for independent market risk analysis and governance in accordance with the Market Risk Manual.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Weekly oversight of VaR/ Stress and DE metrics for the LOB PC teams
• Questioning attitude comfortable to challenge the status quo
• Ensure all deliverables of team are of high quality and are delivered on time
• Daily interaction/escalation point of stakeholders for the covered desks/clusters
• Provide coverage for the team by working as analyst reports per the situation
• Proving SME capabilities to team by independently handling complex work, projects and report changes of various work streams
• Driving efficiency goal of the division by proactively and constantly looking for improvement, automation in the BAU activities
• Working independently as Team Lead by ensuring work planning, resource management and known issues are constantly followed up, updated and reviewed

In response to your job posting for market risk reporting, I am including this letter and my resume for your review.

Previously, I was responsible for insights during revision of all Market Risk policies including ALM, FTP, Risk appetite, ICAAP and ILAAP.

Please consider my qualifications and experience:

• Provision and analysis of Value at Risk and Stress Testing reports for fixed income and multi-assets solutions
• Measurement of Solvency Capital Requirements II for insurance mandates
• Collate and distribute risk analysis reports on a daily, weekly, and monthly basis
• Partner effectively with the Investment Desk, Investment Directors and Risk Management to discuss risk issues and portfolio analysis
• Assist Investment Desks in evaluation of new risk models
• Ensure proper business controls across all activities
• Experience in quantitative market risk measurement within fund management or other financial institution
• Understanding of multi-factor regression modelling, value-at-risk, stress and risk sensitivities, Solvency II risk module

In response to your job posting for market risk reporting, I am including this letter and my resume for your review.

In my previous role, I was responsible for lOB expertise and governance on the Basel 2.5 Market Risk Rule implementation to Market Risk, QR, Product Control, Finance and LOB-aligned teams, including for regulatory VaR purposes:.

Please consider my experience and qualifications for this position:

• General knowledge of markets, investment research and products
• Experience in business management or similar roles
• Calculation of Market Risk RWA using the standardized measurement approach
• Experience with credit and equity products
• Assist the Performance function on automations using programming languages
• Understanding of value-at-risk, stress and risk sensitivities, Solvency II risk module and multi-factor regression modelling
• To be proficient in the use of MS Excel
• Partner with the CIB Market Risk Reporting teams to provide cover for production of risk reports

In response to your job posting for market risk reporting, I am including this letter and my resume for your review.

In the previous role, I was responsible for the coordination/drive for the identification of market risk issues within Crude and Product markets, identifying possible solutions and coordinate implementation of the preferred approach with Commodity Risk and IT.

Please consider my experience and qualifications for this position:

• Proving management support to senior management by providing timely and regular information, statistics, support and updates in various ongoing activities and initiatives
• Problem solver having strong analytical skills
• Having an eye for detail, control-focused mindset
• Subject Matter Expertise in any of the asset classes Equity / Fixed Income
• In-depth understanding of financial greeks and their relation in the calculation of various risk measures for specific products
• Prior experience of handling senior business stakeholders
• Prior experience of handling team of 3-6 Analysts
• Project management skills to coordinate or represent the team in data-related exercises, performing UAT