Market Risk Resume Samples

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L Altenwerth

Leora

Altenwerth

6809 Kunde Radial

Dallas

+1 (555) 473 3121

6809 Kunde Radial

Dallas

Phone

p +1 (555) 473 3121

Experience Experience

Los Angeles, CA

Manager, Market Risk & Default Mgmt

Los Angeles, CA

Gleason-Ferry

Los Angeles, CA

Manager, Market Risk & Default Mgmt

Represent Financial Risk Management on corporate projects and new system development
Coordinate and assist in executing periodic default management exercises
Oversee department System Development Life Cycle (SDLC) and issue management process
Provide oversight of default testing process planning
Additionally, will assist Department Officers in
Provide support and analysis as it relates to margin calls, extended trading hours monitoring, and policy/procedure writing
Manage up to 10 Risk Analysts

New York, NY

Market Risk VP

New York, NY

Pacocha Group

New York, NY

Market Risk VP

Provide support for regulatory enquiries, Trade Surveillance queries & senior management reviews
Liaise with market and credit risk managers to establish consensus around scenario specification and outcomes
Improve your knowledge base and network via close interaction with a broad variety of groups across the firm
Take advantage of a dynamic team work environment and access to senior people across the firm
Efficacy of limit framework implemented under VCP for purpose of ensuring compliance with Volcker Rule
Perform review of desk level controls with a view to ensuring they are adequate to highlight potential non-compliance with the rule
Gain exposure to cutting edge market risk management techniques and systems

present

Houston, TX

Senior Director, Investments & Market Risk

Houston, TX

Gleichner, Blick and Barrows

present

Houston, TX

Senior Director, Investments & Market Risk

present

Establishing and maintaining a robust control framework for asset portfolios and transactions
Establishing and maintaining policies, standards and best practices for the application of CALM in the valuation of relevant insurance contract liabilities
Management team of Investments
Leading the development and application of stochastic modelling to economic risks
Senior actuarial management
Senior management of each business at RBC Insurance
Senior risk management personnel

Education Education

Bachelor’s Degree in Quantitative Finance

Quinnipiac University

Bachelor’s Degree in Quantitative Finance

Skills Skills

Ability to work and solve problems independently, and be able to work in a fast paced, deadline oriented environment
Strong organization and processing skills
Proficiency using Microsoft products including Excel, VBA and Access
Attention to detail
University graduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favourable
Good written and verbal communication skills
Ability to improve current processes and achieve efficiencies
Knowledge of market and liquidity risk metrics and financial products
Self-motivated, and comfortable working with large amounts of data
Team player who can interact at ease with colleagues of various levels

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15 Market Risk resume templates

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Cib-market Risk-equities Resume Examples & Samples

Complete critical tasks necessary for ongoing maintenance of the group’s core risk systems including data validation, troubleshooting stress and/or model output, and reconciliation tasks
Respond to changing market conditions by conducting ad-hoc exposure analyses across the Prime Brokerage portfolio
Coordinate with technology to improve risk system capabilities in performance, reporting, and data quality
Daily monitoring of client portfolios and providing of commentary of market risk positions with the aim to identify material risk exposures and concentrations
Review and recommend leverage for prospective clients. This requires clear communication of Risk policies and views to both the client and front office personnel
Respond to urgent ad-hoc requests from senior management and regulators
Prior experience as a risk manager or in portfolio management focusing on cash securities and derivatives

Firmwide Market Risk Risk Appetite VP-ny Resume Examples & Samples

Want to have a more visible impact
Develop and roll-out legal entity risk appetite frameworks for material Legal Entities
Minimum Bachelor's degree; minimum [2-4] years work experience in the financial industry
Ability to work independently with high attention to detail
Strong potential to develop partnership/influencing skills
Excellent knowledge of Microsoft Word, Excel, and Powerpoint

Cib-market Risk-derivatives Resume Examples & Samples

Regular dialogue with the Investment Bank trading businesses with respect to risk appetite, risk limits and individual large and complex transactions
Market Risk coverage for the Americas Flow, Delta-1, and Convertible Bond desks within the EDG MR team
Day to day analysis of risk sensitivities, market moves and P&L including strong interaction with the trading desks
Highlight concentrated or concerning risk positions and work with Trading to ensure they are appropriately reported and managed
Provide clear succinct briefings of current issues to line management and wider audiences
Conduct ad hoc risk analysis, develop improvements in risk reporting, VaR & Stress analysis tools
Help shape the team's response to urgent ad-hoc requests from Trading, Senior management and Regulators
Work with the Front Office, Valuation (VCG), Quantitative Research (QR), Model Review Group, Finance and MO on risk management issues
Enforce Market Risk limits
Define and analyze stress scenarios
Facilitate change in market risk system technology architecture
Review and approve new transactions/products

Firmwide Market Risk Risk Appetite Executive Director Resume Examples & Samples

Want to establish expertise in a field for which demand has recently surged, and will continue to rise for the next 3-5 years, both within JPM and across the financial services sector
Work with Corporate and Line of Business Risk and Finance teams to enhance the existing Risk Appetite Framework in line with senior management and regulatory guidance and best practices
Establish Capital Stress as a measure of Risk Appetite in producing and evaluating the Firm's Risk Appetite results
Establish formal communication and training of Risk Appetite
Stress testing and/or risk management experience preferred
Strong potential to develop partnership/influencing skills, senior management-level presence & credibility

Manager, Market Risk Resume Examples & Samples

Develop understanding of US Regulatory rules and ensure they are being implemented appropriately
Participate in the CCAR planning and stress testing exercise which includes both stress losses (capital supply) and RWA / Target Setting (capital demand)
Participate in the Volker working group for Trading Products and provide leadership for Market Risk in all aspects of the Volker Compliance Program
Develop understanding of data flows to balance sheet and regulatory reports and be able to speak intelligently about the composition of the balance sheet and quarter on quarter changes
Participate in industry calls and workshops to ensure our methodologies are consistent with the industry leading practice
Working knowledge of US Regulations (CCAR, Volker, Market Risk Rule) as they pertain to trading products
Extensive knowledge and experience with market and traded credit risk issues and methodologies
Extensive knowledge of trading and risk management systems
Working knowledge of financial products (e.g. Bonds, Equities, Derivatives, Structured Products)
5 years’ experience in Risk Management or trading floor environment
Ability to work accurately in a very time sensitive environment
Strong ability to address and resolve complex or abstract problems
Strong relationship management skills, including conflict resolution
Advanced analytical and problem solving skills including the ability to distill key issues from extensive information

Market Risk Infrastructure VP Resume Examples & Samples

Ownership and project management of regulatory FDSF Counterparty Credit Risk Submissions development plus regulatory interaction on this topic
Development of Infrastructure to support Credit Risk Stress Testing
Ownership and regular oversight of data quality relating to Credit Risk Stress Testing
Structuring and managing infrastructure projects to planned timelines
Designing and setting up new business processes
Coordinating with technology groups on the development of risk systems and data standards
Liaising with data quality working groups for projects across the Firm
Tracking timeliness, accuracy, and completeness of risk data
The role involves close work with several other areas both within Risk and within Risk Technology. The candidate must possess strong verbal and written communication skills and be able to develop quality working relationships
Strong proficiency with SQL, Excel and VBA is preferable. In general, the candidate needs to be comfortable using many tools to obtain and understand risk information
Suitable candidates will have an excellent academic background and experience working within a financial institution
Highly organised, with close attention to detail

Manager, Market Risk Oversight Resume Examples & Samples

Excellent knowledge of asset classes traded in the global financial markets with a focus on credit. Equity, fixed income, currency and commodity skills would be a plus
Graduate degree in business, finance, economics, mathematics and/or statistics preferred
Strong set of analytical, quantitative and problem solving skills
Strong set of communication/interpersonal skills, a strong presence and team building skills
Proven track record of success and the ability to communicate same, to command respect from traders and business line leadership
In depth knowledge of the market conventions and pricing issues for derivative instruments traded in the fixed income, credit and currency markets
5 years of experience in market risk at a Senior Analyst level
Oversight/Control background from a large FI
An Analytical skill set with both quantitative and personality/relationship skills
Education: Background in Economics/Business preferably complimented by one of the CFA, FRM/PRMIA, MBA (with financial focus)

Cib-risk-cpg Market Risk-VP Resume Examples & Samples

Independent ongoing identification, monitoring and control of business unit market risk and proactive engagement with business units to ensure this is effective and impactful
Implementation of Market Risk projects pursuant to regulatory change
Performing BAU tasks of Market Risk coverage including monitoring of Greeks/VaR/Stress
Supporting the CPG Market Risk global team on a wide range of topics including enhancement of risk packs, limits monitoring, analysis of stress and var and various ad-hoc requests
Developing a thorough understanding of the EMEA CVA/FVA book in terms of Risks, VAR and Stress. In particular the candidate will need to become familiar with the dynamics of the book including sensitivities to credit and other market variables as well as cross-gamma risk
Delivering value-added analysis on risk related matters and being able to present conclusions in front of senior executives at various meetings
Demonstrating ability to lead projects in the Market Risk Area
Being able to engage with trading on a daily basis and form critical analysis or risk hedging strategies

Market Risk Projects Resume Examples & Samples

3+ years of experience as a business analyst, or analyst in market risk/middle office function in a top tier institution with exposure to risk infrastructure and project delivery
3+ years of utilizing strong Business Analysis skills in a relevant field (risk, front office function in a leading financial institution), including writing of Business Requirements and Test documents, and execution of user testing
3+ years of working knowledge of market risk measures and techniques (Greeks, Stress, VaR), preferably in Equities
3+ years of working knowledge and experience of project lifecycle; ability to establish and maintain project discipline
3+ years of quantitative data analysis skills (Excel / Access / VBA / SQL)

Market Risk Methodology Quant, VP Resume Examples & Samples

Provide research and analytical support to London risk teams
Independently research model developments
Liaise with global teams
Oversee implementation of model changes
Familiarity with at least some of the following market risk models

Market Risk Co-ordination Resume Examples & Samples

Control design advisory, challenge, implementation & review, both as part of CSC-led initiatives and also ad hoc/targeted requests in specific areas, including as part of regulatory requests or self-assessments
Ensure future developments in Market Risk as well as regulatory-driven remediation programmes are integrated into our control framework
Work with senior management to develop and implement innovative, strategic solutions to address gaps raised wherever possible, including, where required, advising on the implementation of new controls
Audit liaison including challenge of audit scoping and reporting, as well as assisting Market Risk Management with issue closure
Collaboration with risk and control functions across the Investment Bank
Lead and/or assist other members of the team in initiatives to review and challenge the Market Risk governance and control framework, as well as working with Market Risk teams on control design and implementation
Lead stakeholder communications for the CSC team in the US. Establish and maintain effective working relationships with key stakeholders at all corporate levels across Risk and the wider functional team in the US; attending on behalf of CSC any relevant forums, and contribute to the CSC agenda based on local needs
Act as a co-ordination and advice point for Market Risk teams on Operational Risk incidents, including assisting with drafting and closing out remedial action plans owned by Market Risk Management
Audit liaison role as well as any support required with regulatory requests from a risk and control standpoint
Active support of the CSC Management team including driving the business agenda to ensure it reflects US-centric local needs
Where required, assist with targeted and/or regular MR Governance reporting to Senior Management
Professional post-graduate qualification (e.g. Master/ACA/CIMA/ACCA)
5+ years experience in Risk either in (i) audit (ii) consulting (iii) in-house CR/MR in a financial instituion - with a strong control mindset and an understanding of Market Risk function ideally withhin a Tier 1 Investment Bank
5+ years of experience dealing with multiple internal and external stakeholders and influence decision-making
Candidate Profile - Refer to the Preferred Qualifications section

CIB Risk Firmwide Market Risk Executive Assistant Resume Examples & Samples

Proficient in Microsoft Office Suite (Word, Excel and PowerPoint), MS Outlook
Proficiency with JPMorgan Chase administrative systems such as EURC, IBID, Approval Central a bonus
Comfortable using the Internet/Intranet (e.g. Google Search) and ability to learn proprietary software
Understanding and familiarity with general hardware and software technology
Ability to adapt procedures, processes and techniques to aid the completion of assignments
Ability to onboard new hires, and offboard, including facilities setup (desk, phone), technology and system/tools access

Market Risk Resume Examples & Samples

Deep familiarity with Interest Rate products and risk, including understanding of Greeks and their impact on VaR
Math background is a must as well as advanced Excel
CFA levels Passed ++

Market Risk Resume Examples & Samples

Must Have Equity Derivatives Market Risk experience
Candidate must have a Strong Personality, as the role sits on the trading desk
Must be able to calculate: VAR and Greeks

Market Risk Resume Examples & Samples

A Master's degree or above in a highly quantitative field
Strong Computing Skills
2 to 3 years of industry experience in market risk management or a closely related field

Market Risk Resume Examples & Samples

Advanced degrees
Market Risk and/or credit risk
Must have knowledge of derivative products
Must be quantitative in nature
8+ years of experience
Manage the New York team of analysts
Provide guidance to the team on analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment
Guide the team on appropriate scenario analyses and stress tests across portfolios of counterparties and business lines
Contribute towards calibration of parameters for credit risk engine
Active involvement senior management team on transactions, methodology/tool development, and other strategic initiatives
Ability to face senior Risk and Business colleagues, Auditors, and Regulators

Risk Manager, Enterprise Market Risk Resume Examples & Samples

Market Risk Oversight Complete the market risk reporting coverage for non-trading risk positions (including structural interest rate and structural FX risk) across RBC Group
Capture material non-trading risks in GRM Market Risk’s reporting and monitoring processes, developing additional sensitivity metrics where required
Implement infrastructure changes and process enhancements within RBC’s control standards
Monitor activities and exposures to ensure adherence to approved policies and limits
Review existing policies and limits, proposing updates and revisions where necessary
Ensure risk reporting is timely and accurate and changes in risk are properly investigated and understood
Partner with other risk management groups and IT to develop the infrastructure needed to define and measure market risk
Conduct analysis and reviews of assumptions and methods used for risk measurement
Risk Analytics/Transaction Facilitation Create consolidated reporting that includes additional sensitivity measures and stress testing, with consistent aggregation and integration across business lines
Implement risk analysis tools to allow for deeper understanding of risk drivers and changes
Provide insights on key risks and exposures versus market rends and potential events
Model Risk Understand the impact of changes to models, model input parameters and assumptions on reported risk exposures
Conduct testing and sensitivity analysis in QRM
Review assumption and risk method change proposals
Minimum 3 years experience working in a credit or market risk function including: Asset & Liability Management (ALM)
Sensitivity analysis and Value-at-Risk
In depth knowledge of ALM techniques including : Modelling of indefinite maturity deposits
Their application to Pension Funds and Insurance
Previous exposures to Funds Transfer Pricing
Knowledge of derivative products spanning all asset classes
Proactive approach to meeting deliverables
Proficient in MS Excel, Powerpoint and VBA

Senior Director Market Risk Resume Examples & Samples

Direct managerial responsibility for two analysts
Work closely with HQ's Enterprise Stress Testing Leadership to insure stress testing for
Work closely with HQ's Capital Management team to design Economic Capital and Regulatory
Interface with HQ Risk, HQ Finance, Risk Analytics, Treasury Finance, Pole Treasury,
Develop Standards and Procedures for all businesses to follow in generating stress scenario
Work with Capital Management to improve our Economic and Regulatory framework for
Bachelor's Degree or High School Diploma/GED and 8+ years of risk analytics or commercial
Experience in underwriting / risk portfolio reporting / finance reporting roles
Must submit your application for employment through www.gecareers.com to be considered
Experience in a wide range of markets; experience in debt capital markets, commercial banking/financing business, interest rate derivatives and/or foreign exchange
Detail oriented with a high commitment to execution
Strong communication skills with the ability to prepare clear communications and confidently present meaningful analysis to senior and executive management level
Strong leadership and previous management experience with the ability to manage tight deadlines with a process focus
Prior experience managing a team

Director, International Market Risk Resume Examples & Samples

Bachelor Degree in finance, mathematics, business administration, economics and or have demonstrable working experience in a wide range of markets; experience in debt capital markets, commercial banking/financing business, interest rate derivatives and/or foreign exchange
Demonstrated experience in second line of defence leadership role overseeing fixed income non-traded Market Risk, ideally in regulated commercial or retail bank
Deep knowledge of market risk characteristics of commercial/retail banking products
Expertise in Net Interest Income, Earning at Risk, and Economic Value of Equity modelling for interest rate risk
Self-starter, ability to work independently in a fast-paced environment juggling multiple priorities and quickly delivering solid action-oriented results
Demonstrated quantitative skillset working with or managing advanced risk analytics
Experience in managing and mentoring teams
Proven hands-on problem solving skills
Experience in a matrix organisation and global environment preferred
Strong presentation skills and executive presence

Non Market Risk RCG Resume Examples & Samples

10+ years with a background in Compliance, Risk Management and / or Trading Support focusing on sales and trading issues
Strong analytical skills with an ability to understand complex workflows
Strong communication skills with an ability to speak to senior management
Exceptional organizational skills and a high degree of attention to detail

CIB Risk Market Risk Securities Prime Brokerage VP NY Resume Examples & Samples

Interact regularly with large clients on risk-related issues such as discussing margin changes and partnering with legal to negotiate risk-related documentation points
Prior experience in, or familiarity with, Hedge Funds, Hedge Fund strategies, and Prime Brokerage
Expertise in non-linear trading instruments (e.g. options, volatility products such as VIX) and the risk therein

Director of Consumer Market Risk Group Manager Resume Examples & Samples

Identify, monitor and analyze risks in the Consumer Mortgage portfolios
Analyze standard loss measures, risk return metrics, and the risk appetite framework
Review scenario analysis to assess potential financial impact to Citigroup
Participate in the methodology setting for VaR of CitiMortgage assets, and review inputs/outputs of VaR as well as p&l backtesting
Consider limit exception requests, model validation requests, and permitted product requests
Consider market risk approval for new model validations and well as existing model revalidations
Monitor financial markets and understand its implications to Consumer Mortgage market risk exposure
Interface with Regulators and Internal Audit
Work with business, risk and finance groups in NY and St. Louis
Experience in trading or market risk related job (risk taking, risk management, risk control / oversight)
Product knowledge of mortgage banking and capital markets, mortgage back securities, prepay analysis, US rates and volatilities
Analytical knowledge of prepayment models, term structure models, delinquency transition models, MSR structure and cashflows, and pipeline fallout models
Financial modeling, including a range of valuation techniques
Knowledge of VaR, its applications and limitations, stress testing and risk capital concept
Personable, a good communicator and works well under pressure
An undergraduate or postgraduate degree in a quantitative or financial discipline

ED Market Risk Resume Examples & Samples

Coordinate capital stress testing (CCAR, ICAAP) across Firm Risk
Liaise with Corporate Treasury on capital planning and stress testing
Develop processes to support internal and external compliance requirements
Prepare documentation and presentations to effectively communicate key information to senior management and regulators
Leverage relationships across the firm to understand issues impacting capital
Experience in a financial market risk, regulatory, or capital related role
Strong communication skills for written, graphical, and verbal presentations
Strong proficiency with Excel and PowerPoint
Degree in a related discipline such as mathematics, science, economics, finance or engineering a plus
Strong problem-solving and implementation skills

Asia Pacific Market Risk Resume Examples & Samples

Monitor and analyze market risk changes from business activities across Asia Pacific
Understand and analyze risk of various traded products and investments
Report regional risks via risk reports and presentations
Help risk managers on ad hoc analyses and various projects
Develop & maintain tools (excel with or without VBA/SQL) for automating recurring tasks, database downloads, etc
Proactive, driven, detail-oriented and collaborative
Strong analytical and numerical skills in handling a high volume of financial data
Basic knowledge in Finance is advantageous while expertise can be developed on-the-job
Proficiency in PowerPoint and Excel is required; VBA, SQL or other programming skills as well as a working knowledge of databases and SQL will be advantageous
Comfort with technology as candidate is expected to use a variety of IT applications
Prior internship exposure to a fast-paced international investment or banking environment will be advantageous *LI-JG1

VP Regional Market Risk Resume Examples & Samples

Work with business-aligned Risk Managers to allocate Market Risk Appetite at the business level Work with business-aligned Risk Managers and Risk infrastructure to build and execute MIS to monitor and report Market Risk Appetite usage across key stakeholders
Work with Global Key Risk Officer to customize Global Key Risk Control Framework for regional implementation
Work with business-aligned risk managers to determine more granular level of key limits to control regional business level risk takin
Develop aggregate regional risk limits as necessary
Work across risk management to drive analysis of regional risks, searching for concentrations and/or exposure to current, potential or emerging business conditions
Review controls indicators to ensure effectiveness of Key Risk Control Framewor
Provide input and escalation into Executive and Non-Executive US Risk Committee
Work with Regional Management and Group Policy teams to ensure appropriate regional implementation of Polices, Standards and Procedures
Work with Conformance team to ensure appropriate level of regional conformance testing; working with regional Risk infrastructure and business-aligned Risk Managers to respond and resolve issues
Single point of regulatory contact for risk type
Work with business-aligned Risk Managers and Regulatory Coordination team to ensure business specific regulatory issues/questions are resolved and coordinate response to issues which transcend a specific business
Work with business-aligned Risk Managers to ensure appropriate input into Global Regulatory issues/questions
Identify and document systemic risks in the region
Generate scenarios which illuminate risks in the region
Generate losses for scenarios
Aggregate losses and develop narration
Review and challenge inputs and outputs
Provide effective overall governance
Work with business-aligned Risk Managers and Risk infrastructure to develop and execute apropriate MIS to monitor and report risk profile and controls indicators
Work across risk management to drive analysis of respective risks, searching for concentrations and/or exposure to current, potential or emerging business conditions
Ensure appropriate entity-specific control frameworks
Provide overall review and approval for New Products and Businesses
Manage escalation process for New Product Approvals and Annual Business Reviews
Annual review of all key products and businesses
6+ years of Market Risk experience

Director Treasury Market Risk Group Manager Resume Examples & Samples

Explain major drivers of risk and returns, analyze trends and explain changes
Analyze standard loss measures (IRE, EVS, Stress etc) and risk return metrics
Develop a risk appetite framework for the interest rate risk in the balance sheet
Consider market risk approval for new model validations and well as existing model revalidations for balance sheet product models
Develop tools for on-going portfolio reviews and produce “deep dive” analysis for senior management
Produce presentations (regular and ad-hoc) for senior management and regulators
Understand economic and regulatory risk capital concepts and analyze major drivers
Several years experience in treasury or balance sheet market risk related job (risk taking, risk management, risk control / oversight)
Financial modeling, including a range of balance sheet and treasury products
Ability to work with senior management, auditors and regulators
Treasury and Market Risk experience
Accrual Risk knowledge
An undergraduate or postgraduate degree in a quantitative or financial discipline. Additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage

Intern, Risk-market Risk Resume Examples & Samples

Assist on special projects and system implementation for market and trading credit risk systems
Prepare ad hoc risk reporting as well as limit monitoring at the appropriate levels of the reporting
Help automate data management
Help coordinate the gathering and preparation of executive material
Head of Business Solutions
Portfolio and Project Managers
Dealing with all levels of personnel in a courteous and efficient manner and exercise discretion on confidential matters
Available to work maximum 12-14 week internship (May 18 or 26 – August 29, 2015)
Applicants have finished their 2nd or 3rd year of a BA degree or 1st year MBA
Well developed communication skills
Strong leadership capabilities
Active in the community/university
Ability to collate data; Strong command of software programs (Excel and Powerpoint)

Market Risk Group Manager Resume Examples & Samples

Market Risk management job experience for at least 7 years. Strong market risk analytical skills to identify potential exposures on trading estrategies
Sound product knowledge required: working knowledge of the purpose and types of traded and derivative products
Very good understanding of Policies and Procedures impacting the Market risk management framework
Strong written and verbal communication skills with an ability to present analysis and recommendations to an international audience
Project management skills in order to comply with tight deadlines and adverse situtations
MEXDER Risk Manager Certification required. People management experience required. Advance Excel and corporate risk management systems knowledge is desired. 100% written and spoken english is required

Market Risk Group Manager Resume Examples & Samples

Market Risk management job experience of 3-5 years . knowledge of Accrual bank metrics is a plus, (NIM, ROA, ROC, IRE, EVE,etc.). Basel rules knowledge is also a plus
Sound product knowledge required
Understanding of Policies and Procedures impacting the Market risk management framework
Self Starter and Independent problem solving abilities
Project management skills in order to comply with tight deadlines and global projects
Econometric and Statistical knowledge is required. Corporate Finance and accounting knowledge is a plus. Advance Excel knowledge is also a plus 100% written and spoken english is required

Market Risk Group Manager Resume Examples & Samples

Strong analytical skills with good attention to detail
Strong problem solving skills and quantitative modeling and analysis a must
Strong understanding of statistics and market risk factors
Strong written and verbal communication skills with an ability to present analysis and recommendations
Sound risk and business judgment on the full spectrum of risk issues including franchise risk
Strong independence, self starter
10 years market risk experience
Quantitative education background preffered: math, sciences, finance, economics, etc
Master Degree is a plus
100% written and spoken english is a must

Camps Market Risk Senior Development Lead Resume Examples & Samples

Lead the design and implementation of a new Market Risk calculation system within the bank’s strategic Athena platform
Work closely with Market Risk Coverage, VaR Methodology and Development, Market Risk Model Development, Quantitative Research and other technology teams to review, redesign, and enhance the production and reporting of market data metrics
Clearly understand and document the purpose and success criteria for any calculations produced by Market Risk
Management a development team through all phases of the SDLC to ensure successful and on-time delivery
Facilitate key requirements discussions to ensure that desired functionality is balanced with the current and future technological capabilities of Market Risk Technology
Ensure that the required functionality is implemented effectively to serve the needs of business stakeholders and senior bank management
Strong technical skills spanning architecture, design and implementation of distributed software systems
Strong Python skills, along with experience of C++, Java or C#
People Management, collaboration - ability to build relationships across business groups and technology organizations
Ability to clearly communicate, both verbally and in writing
Experience in at least one of the following areas: Market Risk, Credit Risk, Capital Markets Products (Credit, Mortgages, Rates, FX, Equities, Commodities), Basel III
Proven ability to partner and influence across the broader technology organization
Ability and desire to learn quickly
Ability to communicate complex concepts effectively depending on the audience
Ability to clearly and succinctly articulate the business case for a system enhancement
Understanding of the software development lifecycle
Team player who openly shares knowledge for the benefit of the entire team

Market Risk Business Analsyt Resume Examples & Samples

Risk Limits � implementation of a risk limits system with enhanced workflow
Risk Reporting � deployment of a new strategic reporting tool; control framework around production of risk reports; single source of reporting data
Extensive experience of working on Market Risk projects as a business analyst
A good overall understanding of Banking and Trading book Market Risk in all its dimensions
Detailed knowledge of Market Risk metrics
Able to understand Risk data structures (Logical and Physical) and proficient in SQL to interrogate underlying information to validate data models
Attention to detail and high quality standards of documentation, processes and control environment
Excellent communication and organisation skills
Demonstrable ability and confidence to build relationships across both business and IT, at all levels
Demonstrable track record of good stakeholder management
An ability to influence people
The ability to be a �self-starter�, working without supervision and a proactive approach
Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project & Visio
Detailed Market Risk workflow knowledge
Tertiary qualified at a graduate/postgraduate level in Finance, Mathematics, Science or IT

VP Regional Macro Market Risk Resume Examples & Samples

Work with Market Risk Director to manage regional Market Risk Appetite process for Macro business
Work with other Risk Managers and Risk infrastructure to build and execute MIS (risk reports, limit reports, etc) to monitor and report Market Risk in Macro business
Assist with implementation of Regional Key Mark Risk Control Framework
Work with other Risk Managers and Risk infrastructure to implement Key Risk Control Framework regionally, including business allocation of regional limits for Macro
Manage regional escalation process for Key Risk Control Framework related to Macro
Assist with implementation of Regional Market Risk Limit Framework related to Macro
Develop aggregate regional Macro risk limits as necessary
Review, evaluate and challenge the aggregate and business level risk profile in Macro
Review controls indicators to ensure effectiveness of Key Risk Control Framework in Macro
Work with Conformance and BIA team to ensure appropriate level of regional conformance testing; working with other Risk infrastructure and business-aligned Risk Managers to respond and resolve issues
Work with Model Risk Management teams to ensure effective regional model risk management
Work with other Risk Managers and Regulatory Coordination team to ensure business specific regulatory issues/questions related to Macro are resolved and coordinate response to issues which transcend a specific business
Work with MRPM, business aligned Risk Managers, regional business heads and Group Stress Testing manage CCAR process for risk type
Support regional governance forums (e.g., BCI, BBDE, BBPLCNY, etc.)
Ensure appropriate entity-specific control frameworks related to Macro
Manage regional New Product Approval Process for the risk
Provide overall review and approval for New Products and Businesses related to Macro
Annual review of all key products and businesses in Macro
6+ years Investment banking experience or equivalent
3+ years of Market Risk and Control experience
Thorough understanding of core market practices within market risk measurement and limitation, including market monitoring and market risk stress testing across traded market
Excellent oral and written communication skills, presentation skills, ability of cross-functional cooperation
Coaching and Mentoring Skills

CRO Erm-market Risk Modeling Resume Examples & Samples

Work with Lines of Business to understand key risk drivers in the Credit Suisse USA holding company, and conceptualize an appropriate modeling methodology to stress Market Risk RWA
Lead and Manage design, implementation and testing of a Market Risk RWA stress testing framework for CCAR in conjunction with senior management at Risk, Front Office and Cluster managers
Present stress testing results to senior management

AVP Market Risk Methodology Changes Resume Examples & Samples

Overseeing the implementation of VaR methodology changes relating to the US entity
Executing and be accountable for regulatory backtesting across multiple VaR, IRC and ERC methodology changes across different asset classes
Becoming the SME on market risk methodologies
Performing detailed impact analysis and understanding the drivers for VaR, IRC and ERC
Leading discussions on VaR and capital impacts of market risk methodology changes with stakeholders
Working closely with stakeholders (including project managers, risk managers, risk methodology) on project deliveries to ensure successful implementation and on-time completion
Design and own market data and capital calculations prototypes where applicable

Market Risk Methodology Quant, AVP Resume Examples & Samples

Providing quantitative and qualitative justifications for modelling choices, data selection, reliability of model inputs including risk sensitivities and market data
Validating model choices by theoretical proof and support them with empirical evidence (e.g. statistical analysis of historical market data or back-testing)
Identifying model limitations and quantifying impact of parameter uncertainty
Constructing market data time series when data is unavailable, including investigating filling algorithms to cope with missing/inadequate market data
Quantifying VaR impact arising from the use of market data proxies, illiquid market data, risks-not-in-value-at-risk (VaR), model limitations, or changes in methodologies
Keeping abreast of the latest development in the internal model risk policy and governance, external regulations, rules, and supervisory guidance for market risk models, and be responsible to keep both those models as well as development processes in full compliance to these requirement
Regularly reassessing the effectiveness of current methodologies and the integrity of both the market data as well as other static parameters used to cover both recent and/or stressed historical windows through the monitoring of hypothetical portfolios

Market Risk IT BA Resume Examples & Samples

4+ in Market and credit risk
4+ in a technology role leading complex projects
MBA or Undergrad/Masters in finance or engineering
Strong understanding of capital markets, products, risk measures (VaR, IRC, scenarios, sensitivities) and regulatory framework (Basel, BCBS239, CCAR, FDSF etc)
Superior written, presentation and communication skills
Proficient in writing SQL queries, Excel, MS Office etc

Market Risk Capital Manager Resume Examples & Samples

As legal entity risk manager, provide in-depth risk analysis of Morgan Stanley PRA regulated legal entities, working closely with business for capital optimization initiatives
Own market risk and CVA capital model output requiring depth understanding of the model and suggest improvement to models
Strong verbal and written communication skills and ability to develop good working relationships

Junior Market Risk BA Resume Examples & Samples

Close interaction and stakeholder management with risk managers, risk controllers and IT teams to key project deliverables
Attend working groups with diverse Business stakeholders and their teams to ensure global MIRA team requirements and priorities are successfully met
Proactively contributing to the development and solution design of FDSF reporting requirements within core risk systems
Represent MIRA in Steering Committees / Working Groups and communicate timelines, progress and dependencies to key stakeholders
Document business requirements from key business stakeholder groups
Reviewing functional requirements for IT implementation
Tracking functional issue resolution through the project delivery lifecycle on multiple project streams
Facilitate issue resolution to ensure release schedule remains on track and functional issues are solved through appropriate solutions
Planning and co-ordination of User Acceptance Testing including creating test plans, defect tracking and resolution and testing changes required for the calculation of regulatory capital
Raise and communicate project delays, issue and risks to Programme stakeholders
Performing ad-hoc risk data analysis to support functional and non-functional requirements
Defining and documenting procedures and training to support new business processes and applications
Good Market Risk knowledge (e.g. VaR methodologies, capital calculations and market/credit risk processes)
Exposure and experience of project lifecycle
Excellent communication skills at all levels of management and a wide global user base
Strong attention to detail and ability to drive projects
Appreciation of systems and data architectures in Risk and preferably in Market Risk
Strong communicator and effective stakeholder management at all levels of the organisation
Provision of subject matter expert throughout project delivery lifecycle
Proven team player and able to manage conflict and conflicting priorities
Excellent team leader/ player and able to work in virtual teams and matrix organisation
Track record of Financial Services change experience in Market or Credit risk management preferably within Investment Banking environment
Successful definition of innovative functional and technical solutions within Risk preferably Market or Credit Risk

Market Risk & CVA Quant Resume Examples & Samples

As legal entity risk manager, provide in-depth risk analysis of the banks PRA regulated legal entities, working closely with business for capital optimization initiatives
Manage the production of daily market risk and CVA capital investigating large variance and respond to production issues
Excellent quantitative and investigative skills are critical to understanding VaR and regulatory capital processes and conducting analysis to draw conclusions
Proficiency in Excel and SQL; working knowledge of VBA modelling is advantageous

Market Risk Team Resume Examples & Samples

Uploading and Analyzing sample prospective portfolios, comprising of several financial product types – equities, corporate bonds, options, convertibles, commodities, credit derivative swaps, interest rate swaps, etc. This may involve searching for relevant identifiers/tickers for such products, using Bloomberg and other internal sources/databases
Analyzing client portfolios, highlighting risk issues/concerns and recommending margin policy changes as required
Sourcing data, for analysis purposes, from databases using SQL queries / stored procedures and if required, automate these using internal tools or excel macros as required
Senior Management Risk Reporting and Analysis
Strategy Analysis / Regional Analysis / Market Events Analysis from a Risk Perspective
Tool Building for Risk analysis of Client portfolios and also for Internal Risk Management
Risk Analysis for Live portfolios using Stress Testing and other Valuations
B.E (Computers). Additional qualification of FRM / CFA / MBA(Finance) will be preferred
1-3 years of experience in IT / Research / Financial services
Ability to work in the financial domain using technical expertise (Excel functions or macros, Sql Queries)
Excellent quantitative, logical and analytical skills to work on capital market / financial products
Fluency in English and excellent articulation skills to present own views while dealing with various Morgan Stanley groups in India and overseas
Ability to work well in teams and manage relationships with global colleagues
Ability to work under pressure and meet deadlines, managing expectations along the way
Aptitude to work on multiple proprietary systems / applications
Ability to work efficiently on MS Excel spreadsheets
Previous experience in risk management
Working knowledge of Financial Products including Equities and Equity Derivatives, Corporate Bonds, Convertible Bonds, CDS/IRS, Commodities will be a plus
Knowledge of VB/VBA excel programming, pivot tables and lookup functions
Enthusiasm to volunteer for planning, organizing and participating in events held by the department and firm

Asset Management Risk GIM Market Risk-VP-ny Resume Examples & Samples

Lead projects relating to both GIM fiduciary and reputation risk
Strong product knowledge and quantitative skills with broad range of asset classes
Capable of prioritizing deliverables to meet goals as well as managing effectively across a number of different risk teams
Project management experience is a plus

Cib-qr Market Risk Capital Risk Engines & Calibrations VP NY Resume Examples & Samples

Develop the risk engines and calibration activities for Basel 2.5 Market Risk RWA models [VaR-based Measure (VBM), Specific Risk (SR), Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM)]. This includes working on model specification, calibration, testing, documentation, and ongoing benchmarking and performance monitoring
Act as a technical expert in modeling discussions and presentations during internal meetings and also with onsite regulatory exams of market risk RWA to the FRB, OCC and PRA
Experience in developing models for Regulatory Market Risk Capital models (in particular IRC, CRM) or front office model development for credit trading
Experiencing of discussing modeling topics with trading and model validation groups; ideally this experience will be related to trading book capital (VaR, IRC, CRM)
Ability to work across organizational boundaries and building partnerships with all key stakeholders on capital issues (LoB Finance/Controllers, Traders and Risk Managers, Regulatory Policy, Market Risk Management, VaR Methodology & Development, Market Risk Technology, Market Risk Middle Office, RWA Reporting, central CCAR Project management)
Inquisitive nature, an ability to ask the right questions and escalate issues
Teamwork oriented

CIB SVP, Market Risk Mananagement Resume Examples & Samples

During the BHC preparation period, integrate and set up monitoring framework for market risk and prepare for regulatory risk reporting for all consolidated entities under the BHC, as a core member of a project team
The project will cover the tasks below
12+ years working for a financial institution, and management skill in Market risk ie. Identifying core risk factors of product/position/portfolio and design the system to incorporate the risk factors into risk management frame work
Master degree of either mathematics or finance. MBA is preferable
Higher proficiency with market risk management methods, models, pricing, market capital management and quantitative analysis related with
MBS, Securitized Products, Bond, Interest Derivatives, FX Derivatives, Commodity Derivatives, Security Lending/Borrowing, Repo/Reverse Repo
VaR, Market Stress Test, regulatory and economic market risk capital
Trading business in the broker dealer and/or derivative house
Higher proficiency regarding BIS and US regulation
US market capital rule
Prudential Standard for Foreign Banking Organizations
Intermediate proficiency with
Programming: understand and write VBA for Excel and Access code
Database: writing SQL statements

Counterparty & Market Risk Resume Examples & Samples

Maintain technical calculations and documentation as they relate to automation of counterparty CCAR processes
Update business requirement documents (BRDs) and process flows to ensure documentation guidelines are met
Continuously manage population and accuracy of documentation schedules
Ensure integrity and accuracy of counterparty and market risk content
Review automated schedules in conjunction with Federal Reserve guidelines
Provide status updates on project steps, ensuring deadlines are met
Demonstrate initiative and an analytical and strategic mind set
Work efficiently and collaborate across disciplines
Strong interpersonal and oral communication skills
Advanced Microsoft Excel and VBA Skills
SQL experience preferred but not required

Senior Manager Market Risk Resume Examples & Samples

Develop and present key risk analytic reports for management, business partners, various risk committees and regulators
Oversight of the quality of market risk models and reported metrics
Responsible for the Market Risk Oversight Modeling Procedure, for new and existing models
Attribution analysis by type of risk and metric
Interact and partner with Treasury to obtain, understand, analyze and draw conclusions with respect to potential market and liquidity risks
Work on due diligence efforts related to new products or portfolio acquisitions, including the potential need for new models, the expected impact on market risk metrics and the estimation of expected impact on existing limits framework
Collaborate in the development and build-out of treasury risk management process and infrastructure regarding the definition of risk metrics, reports and limits
Perform gap assessment against industry standards/regulatory requirements – work cross-functionally to close gaps
Participate in development/enhancement of treasury and market risk policies
Bachelor’s Degree in finance, mathematics, business administration or economics with at least 5 years of experience in market risk modeling or market risk model validation in U.S. regulated commercial banking or consumer credit environment or In lieu of a degree, must have at least 10 years of experience in the market risk modeling or market risk model validation in U.S. regulated commercial banking or consumer credit environment
At least 5 years working with advanced Excel and SQL analysis skills
5+ years of prior experience with asset/liability management systems/applications including QRM ALM, or BancWare ALM preferred
Demonstrated strong quantitative skill set
Strong communication and interpersonal skills, ability to interact cross-functionally

Market Risk-VP Resume Examples & Samples

Provide independent oversight and control of all market risks across Corporate Credit, Structured Credit and Lending products
Set and enforce market risk limits that are aligned with the Firm’s (and local legal entity’s) risk appetite
Engage with the front office to assess the market risk on the current and potential future risk profile, trading strategies, and new products/deals. Continuously assess whether the business is taking risk consistent with the Firm’s strategy
Assess the suitability and performance of pricing and risk models. Work with relevant groups to address material deficiencies
Construct tools to facilitate risk and P/L analysis
Knowledge of financial products is essential, including an understanding of risk representations (greeks) of fixed income products in particular

Market Risk Capital Manager, VP Resume Examples & Samples

As legal entity risk manager, provide in-depth risk analysis of the banks's PRA regulated legal entities, working closely with business for capital optimization initiatives
Implement new regulatory capital rules for the PRA regulated legal entities in Europe such as Fundamental Review of Trading Book, new Regulatory Technical Standards. Also represent market risk in major Regulatory Project such as Solvent Wind Down
Deliver ongoing capital assessment projects such as Pillar 2A risk charge, working with desk level risk managers and portfolio risk managers on identifying and quantifying material risks not adequately captured within the Pillar 1 capital framework
In-depth knowledge of financial products is important, including IR and EQ related products and an understanding of risk management concepts such as Value-at-Risk (VaR), Stressed-Value-at-Risk (Stressed VaR) and the risk representation of portfolios

VP-regional Market Risk Resume Examples & Samples

Work with Market Risk Director to manage regional Market Risk Appetite process
Work with US CRO, USHC BoD and US ExCo to determine top-down Regional Market Risk Appetite based upon business and financial goals
Work with business-aligned Risk Managers and regional business management to determine bottom-up Market Risk Appetite requirements
Work with business-aligned Risk Managers to allocate Market Risk Appetite at the business level
Work with business-aligned Risk Managers and Risk infrastructure to build and execute MIS to monitor and report Market Risk Appetite usage across key stakeholders
Work with business-aligned Risk Managers and Risk infrastructure to implement Key Risk Control Framework regionally, including business allocation of regional limits
Work with business-aligned risk managers and Risk infrastructure to build and execute MIS to monitor and report key risk usage and controls indicators
Manage regional escalation process for Key Risk Control Framework
Assist with implementation of Regional Market Risk Limit Framework
Work with business-aligned risk managers to determine more granular level of key limits to control regional business level risk taking
Work with business-aligned Risk Managers and Risk infrastructure to build and execute MIS to monitor risk limits and report usage across key stakeholders
Manage regional escalation process for key regional limits
Attend Regional Risk Committee
Work with business-aligned Risk Managers and Risk infrastructure to develop and execute MIS to track aggregate and business level risk usage across all businesses in the region
Review, evaluate and challenge the aggregate and business level risk profile
Review controls indicators to ensure effectiveness of Key Risk Control Framework
Work with the IHC Market Risk Portfolio Director on helping establish CCAR capability and helping execute the CCAR program, including
Masters Degree (MBA / Finance / Mathematics or related quantitative field)
CFA or FRM Certification
Experience in Programming (VBA, SQL, Python)
Strong communication skills, ability to interface with senior risk executives
Ability to work independently with limited supervision and as part of a team
Ability to drive results and coordinate various across teams and functions
Ability to operate in a fast paced environment

Market Risk Portfolio Manager AVP Resume Examples & Samples

Daily communication and collaboration with Market Risk Managers and other functions to understand the risk inhenrent in the banks portfolio, improve risk visibility, develop stress test scenarios and respond to regulatory enquiries
Daily review of market moves and the economic/financial environment Highlight of significant risks, concentrations (incl. esoteric and liquidity risks) and trends to senior management
Thorough and detailed understanding of the daily P&L of the portfolio
Reporting and Communication of Risks to Senior and Board Management
Working on all aspects of the Portfolio Stress Testing Framework

Business Anlayst Market Risk Frtb Resume Examples & Samples

Proven abilities as a Business Analyst from an Investment Banking change/transformation background,
Good understanding of: VaR, Greeks, stress testing, RNIV
Experienced in end-to-end testing,
Strong mathematical/quantitative skills,
Full project lifecycle knowledge,
Strong academics, preferably from a mathematical background

Senior Director, Investments & Market Risk Resume Examples & Samples

Reporting market risk exposure
Ensuring that appropriate limits and self-imposed constraints are established for market risk
Developing mitigation strategies for market risk exposures; and,
Collaborating with all stakeholders to ensure these responsibilities are achieved
Establishing and maintaining a robust control framework for asset portfolios and transactions
Identification, measurement and reporting of other-than-market risks relating to the asset portfolios and activities of Investments
Ensuring that appropriate limits, self-imposed constraints and other controls are established in relation to asset portfolios and transactions
Contributing to the development of investment strategies; and,
Collaborating with Investments and other key stakeholders in relation to the preceding responsibilities
Establishing and maintaining policies, standards and best practices for the application of CALM in the valuation of relevant insurance contract liabilities
Providing related guidance and direction to the business and other stakeholders
Approving results from quarterly CALM valuations
Directing related model development and enhancement; and,
Leading the development and application of stochastic modelling to economic risks
Authority to make changes to risk reporting for Investments and the International Insurance Business
Authority to recommend changes to CALM valuation methodology
Incumbent is key relationship contact with Investments and is broadly responsible for working with business management to ensure that risks are identified, monitored, managed and mitigated
Reputation and business risk if profitability issues are not identified and mitigated on a timely basis due to insufficient oversight of financials, inadequate experience monitoring, lack of communication of results or misallocation of resources
Inaccurate valuation or reporting of liabilities can result in distortion of financials, audit and regulator scrutiny and penalties, erosion of shareholder value, and could impact solvency of the company plus reputation risk

Market Risk Capital VP Resume Examples & Samples

Calculate the firm’s market risk capital. Strong knowledge of current market risk capital framework, including, VaR, Stressed VaR, IRC, CRM and Standardized Calculations, as well as CVA Capital Framework is a key requirement
Perform analysis on the proposed Fundamental Review of Trading Book (FRTB)
Perform market risk RWA projections under CCAR and other stress testing projects
Identify and analyze market and credit risk across all business areas and asset classes
Daily analysis and commentary on VaR, Basel 3 measures and outputs
Work with external groups to present changes in capital and Risk Weighted Assets
Engage and build relationships with colleagues across the firm to identify and develop an understanding of risk issues that could affect the firm
Engage and lead in extensive project work

Manager / Senior Manager, Market Risk Resume Examples & Samples

Accountable for the modelling, measurement and reporting of VaR exposures arising from all trading activity within the Group
Accountable for providing advice and guidance regarding market risk exposures and capital usage
Accountable for the completeness and accuracy of market risk regulatory capital data
Responsible for preparation and presentation of responses to requests from various stakeholders including regulators, ratings agencies, auditors and Macquarie senior management

EY Executive, ERS, Market Risk Resume Examples & Samples

Demonstrate commercial awareness and understanding of the client agenda with examples of this reflected in findings and work
Strong academic background including at least a 2.1 grade in an undergraduate degree or equivalent
Sound knowledge in investment risk topics and/or market risk measurement and management and exposure to other financial services risk disciplines
Experience in risk management processes and frameworks including governance, risk appetite, limits, identification, measurement, monitoring, reporting, data, IT
Experience gained within the financial services industry (e.g. asset management or fund management firm / banking)
The ability to focus on the right issues and work in a high pressure environment
Strong analytical and problem solving skills and the ability to learn quickly and keep abreast of developments
Good report writing skills
Excellent communicator and able to interact with internal and external clients effectively

Manager, Structural Market Risk Resume Examples & Samples

Develop understanding of US Balance sheet and its inherent market risks and perform the 2nd line of defence capabilities in this space
Assess the appropriateness and suitability of the risk limits and monitoring framework for structural market risks
Highlight key risks and provided informed challenge in all relevant forums including US ALCO
Ensure the “no surprises” objective is met by fully identifying all aspects of the structural market risk profile
Assess appropriateness of the modeling assumptions used to model structural market risk (e.g. deposit lives, behavioral assumptions, valuation, etc.)
Stay current with relevant regulatory requirements (e.g. interest rate risk in the banking book) and help ensure the risk management program is meeting regulatory expectations
Develop understanding of data flows and systems used to calculate structural market risk and provide challenge as appropriate
Extensive knowledge and experience with structural market issues and methodologies
Extensive knowledge of risk management systems including QRM
3+ years’ experience in ALM
Well-developed understanding of the banking industry, bank balance sheets and income statement dynamics

Market Risk Production AVP Resume Examples & Samples

Working closely with MRM Change and MRM Methodology team on key regulatory projects including FRTB, Hypothetical Back testing, IHC US Basel 3
Investigation, escalation and resolution of key data quality issues
Implementation of VaR methodology projects in partnership with Risk Managers, MRM Methodology, and the Business involving UAT testing
Liaison with Market Risk Managers, Trading desks, & Finance to validate & explain material risk moves in daily VaR & sensitivities
Actively contribute to the identification, measurement, management, control and reporting of key risks across one of the key risk asset classes (Equities/FX/Credit/Interest Rates)
Responsible for the development of the local infrastructure to improve the accuracy, efficiency and transparency of reporting
Working closely with the India Platform (Mumbai and Bangalore) to ensure key VaR/SVaR production issues are highlighted, escalated and remediated in a timely manner
Assist in audit related queries as well as adhoc requests from Risk Managers
Team management experience (preferred)
Strong problem solving and communication skills, patience and attention to detail
Strong Microsoft skills in both Excel (ideally Visual Basic) & PowerPoint
A strategic mindset to problem solving / issue resolution

Senior Manager, Market Risk Resume Examples & Samples

Degree in Actuarial Science, Mathematics or Statistics or equivalent
Minimum 7 years of experiences in actuarial or risk management experience within the insurance industry
Strong interpersonal, problem solving and time management skills
Good attention to details for high accuracy
Knowledge of Axis & Bloomberg is a definite advantage
Excellent working knowledge in Excel & Access
Proficient in spoken & written English & Chinese

VP, Operational, Credit & Market Risk Resume Examples & Samples

Minimum Experience: 7-10 years of management experience in Operational Risk Management, Internal Audit, Compliance, or testing disciplines. Experience with 3120 or IA Annual Review testing programs and experience with Operational Risk Management disciplines testing is preferred
Licenses/Certifications Required/Preferred: Series 24 or 7. Additional certifications such as CIA, CISA are preferred
Minimum Education Required: Bachelor’s Degree (focus in Business Administration)

Market Risk Fi-VP Resume Examples & Samples

Primary Credit Trading contact for all fixed income trading activities in Singapore and back up for Hong Kong and Japan
Provide independent market risk analysis and governance in accordance with the Market Risk Manual
At least 7 years of strong Market Risk Management experience within a major financial institution in Asia
Strong understanding of the corporate bond, sovereign bond products and associated derivatives
In-depth experience overseeing teams of traders focused on the above products
Apply to Jay Abeyasinghe

Internship Market Risk-limit & Exposure Management Team Resume Examples & Samples

Escalation of Counterparty and Credit Limit breaches observed daily
Investigation and Resolution of Technical issues
Analysis and reporting on segments of the Counterparty Risk portfolio which require ad hoc additional focus

Market Risk VP Resume Examples & Samples

Experience in a market risk team, trading role, or a similar risk and product focused role such as product control
Strong technical understanding of at least one asset class including non-linear derivatives
Proven problem solving ability and control mentality

Market Risk-traded Credit, VP Resume Examples & Samples

Monitoring and reviewing trade transactions across the credit trading desks including debt capital markets, derivatives and rates
Analyze trading transactions, reviewing models and understand what drives trading strategies
Lead ad hoc projects

FW Market Risk Policy Lead-VP-ny, NY Resume Examples & Samples

Strong Market risk or other risk management experience; product and/or policy knowledge preferred
Excellent oral and written communication skills/ strong judgment/ strong presentation skills
Ability to identify important themes and distil messages down to critical items
Strong control mindset
Creative / strategic thinker that can leverage current framework into the evolving policy model
Ability to anticipate and properly balance the service aspect of the role with the control and governance aspects of the policy management role
Demonstrated ability to partner effectively across different businesses and functional areas in order to be an influential voice for Market Risk Management

Market Risk VP-credit / Fixed Income Resume Examples & Samples

Conduct review of daily Fixed Income market risk reports and provide regional APAC Market Risk head with updates on trading activities
Key regulatory contact interact with the MAS for inquiries, reviewing and approving market risk reports sent to regulators (including scenarios) and working with other team members to ensure coverage from regulatory perspective
Intimate familiarity of Asian credit markets
As the candidate will be dealing with senior members of the firm on a regular basis, he or she will need to have a professional manner with good interpersonal and communication skills

Cib-market Risk-credit Portfolio Group Resume Examples & Samples

Oversight of changes in VaR and sVaR vs. changes in risk profiles across the whole spectrum of risk factors covered by the Credit Portfolio Group business
Track performance of VaR (daily) and sVaR (weekly) through MIS/dashboards provided by VaR analytics, Reporting teams, and Market Data teams
Provide qualitative and quantitative justification for VaR/sVaR changes/accuracy
Lead change and enhancements in the business and Risk around strategic and tactical initiatives
Working closely with Market Risk Coverage’s partner organizations that oversee the development and implementation of VaR models to make sure that such work streams have appropriate representation and input from Market Risk Coverage
Understanding and leading improvements in our methodologies for computing VaR and sVaR
Work with the Risk Managers to ensure that concentrated or concerning risk positions are appropriately reported and managed in VaR/sVaR
Performing ad-hoc analysis to meet ongoing requests from Market Risk Coverage and other stakeholders
Extract value-added information to discuss in the weekly Risk forums, in particular to highlight tail risks vs upcoming market events (for instance, to highlight best/worst VaR days and VaR/Stressed-VaR drivers)
Work with the Front Office, Quantitative Research, Model Review Group, Finance, Middle Office and Valuation Control on all VaR and sVaR related issues
Knowledge of derivatives in at least one asset class (IR, Credit, FX, Equity or Commodity)
Knowledge of VaR modeling strongly preferred
Strong analytical & quantitative skills are required

Counterparty & Market Risk Resume Examples & Samples

Maintain technical calculations and documentation as they relate to counterparty (securities finance and derivative) CCAR processes
Assist in Market Risk Stress Testing efforts
Continuously manage population and accuracy of CCAR schedules and related data
Coordinate with other functional groups to refine and improve reporting process
Ensure integrity and accuracy of counterparty credit and market risk content
Review schedules in conjunction with Federal Reserve guidelines
Prepare documentation needed for Fed submissions

Lead for Market Risk Scenarios Resume Examples & Samples

Excellent understanding of market risk measurement frameworks (e.g. VaR, Stressed VaR and IRC within market risk)
Excellent understanding of the fundamentals of risk models, especially stress testing models
Experience interacting with regulators including a history of explaining highly technical and complex concepts with regulators such as the FRB
A degree-level education (or equivalent) in a numerate discipline (Finance and accounting)
10 years of experience and Post graduate qualifications within a relevant field (MS- Finance, MBA, etc )and additional certifications such as CFA, FRM, PRIMA preferred

Market Risk Frameworks Resume Examples & Samples

Detailed knowledge of UK PRA, CRDIV and Basel 3 regulation relating to market risk incl. internal model applications
Development and implementation of market risk methodologies and frameworks
Market risk limit frameworks and interaction with other risk silo's
Working knowledge of key metrics (incl. VaR and Expected Shortfall)
Market risk systems, data and processes

Qas-executive Market Risk Resume Examples & Samples

LI-MANUAL-POST-JOB*
Strong academic background including at least a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent. / Professional Qualification e.g. CQF / CFA / FRM / PRM
Good knowledge of statistical and numerical techniques and principles of the theory of probability
Demonstrable understanding of Market Risk methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
Knowledge of model development and model validation and experience of standard techniques used
Keen desire to continue developing and integrating quantitative skills within both a challenging and rewarding commercial environment
Assist in preparing reports and schedules that will be delivered to clients and other parties

Market Risk CVA Resume Examples & Samples

The implementation of new regulatory capital rules for legal entities regulated by the PRA in Europe such as the FRTB (Fundamental Review of Trading Book) and new Regulatory Technical Standards
Work on major Regulatory Project such as Solvent Wind Down in the context of market risk
The production of capital assessment projects such as Pillar 2A risk charge, working with desk level risk managers and portfolio risk managers on identifying and quantifying material risks not adequately captured within the Pillar 1 capital framework
Investigation of the large variance in risk and respond to production issues
Prior experience in dealing with Regulatory Capital
In-depth knowledge of financial products including IR and EQ related products and an understanding of risk management concepts such as Value-at-Risk (VaR), Stressed-Value-at-Risk (Stressed VaR) and the risk representation of portfolios

Market Risk VP Resume Examples & Samples

Brainstorm ideas for macro stress scenarios that highlight broad market weaknesses and the Firm’s specific vulnerabilities
Translate macroeconomic trend information into asset class-specific variable shocks
Coordinate with stress testing and technology teams to leverage existing scenario calculations in generating ad hoc stress test results
Liaise with market and credit risk managers to establish consensus around scenario specification and outcomes
Develop tools to streamline stress test aggregation and attribution
Specify systems enhancements to improve automation and validation capabilities
Communicate scenario design and stress results to senior audiences
Master’s degree in science, finance, or engineering plus five years of work experience in market risk management or a related role; or Bachelor’s degree plus seven years’ experience
Knowledge of financial products and markets, with experience in at least two asset classes
Expertise in financial risk management concepts, including greeks and VaR
Strong quantitative and critical thinking skills; ability and willingness to solve hard problems; intellectual curiosity to challenge the accepted wisdom
Superior communication skills for written, graphical, and verbal presentations
Proficiency in VBA and SQL programming

Specialist, Market Risk & P&L Resume Examples & Samples

Supporting the MRPL Leadership/Management in managing a diverse range of stakeholders to meet program requirements and project objectives. Major Stakeholders include
Conducting ongoing and ad-hoc analyses to ensure effective implementation of valuation models and reporting functionalities concentrated mostly in fixed income cash and derivatives
Assisting the Stream Manager with tracking project tasks, dependencies, and requirement gaps (ensuring traction and resolution on all items)
Identifying and escalating issues to the appropriate individual(s)/group(s) to ensure prompt attention/resolution
Ensuring all testing and roll-out activities are supported by adequate documentation
Providing coaching and direction to junior member of the team
In-depth familiarity with market risk valuation concepts for fixed income and derivative products obtained through previous experience in a capital markets function
Beginner to intermediate understanding of P&L attribution methodologies (Sequential and Greeks-Based)
Prior exposure to TD Securities market risk and P&L reporting frameworks highly desired
Ability to clearly communicate complex financial concepts and obtain clarifications as necessary when discussing model build requirements
Superior organizational skills (must be able to identify and track project dependencies & blockers, ensure proper resolution of outstanding items, document meeting minutes and takeaways in a clear and concise manner)
Established rapport with various stakeholders throughout the bank
Advanced Excel data manipulation skills (ability to derive findings/conclusions from large datasets and trouble-shoot errors)
Ability to work on multiple concurrent tasks and manage time effectively
Flexibility to be able to adapt to unfamiliar, ambiguous or changing conditions
Demonstrated ability to make sound recommendations for business decisions
Excellent analytical, problem solving, organizational, and communication skills
Prior experience in organizational change management activities

Equities Market Risk-avp to VP Resume Examples & Samples

Analyse Market Risk across the Equities business for vanilla and exotic products
Communicate with senior manages and give insight into drivers of risk profile change
Ensure risk limits are set, monitored and adhered to
Complete VaR calculations as well as Stress Testing and Back Testing
Work on projects to improved Risk Infrastructure and the level of service to the business
Deal with ad hoc requests from the business and senior management
Strong Market Risk or Front Office background
Good understanding of Equity Products, in particular Equity Derivatives
Mathematical or Science Degree
Fluent both in Japanese and English
Experience of VaR calculations, Stress Testing and Back Testing

Market Risk Quant Resume Examples & Samples

As part of the FRTB Quantitative Impact Studies, the candidate needs to develop and implement quantitative methodologies to be used for market risk measurements
Analysing the impact of the new capital rules for the Group and also for particular business/desks
Develop prototypes to test the proposed Standard Approach method for capital calculation at Trading Desk level and Group
Develop individual methodology in terms of upfront analysis phase, model description, functional specifications and UAT
Strong quantitative skills including Probability, Statistics and Derivative Pricing Theory
Fully competent in handling large datasets and applying market data methodologies across different product/asset classes
One or more programming languages (Java / VBA / C++ / Matlab)
Extensive market risk experience in financial services - banking

Private Wealth Management, Non-market Risk VP Resume Examples & Samples

Monitor exceptions of all bank and sales activity
Follow up on any exceptions in the above processes, communicating upwardly within the firm
Discuss any litigation issues associated with the above
Remediation projects to ensure monitoring platform operates at a more optimum level. This will involve facing off to IT and assessing offshoring options
New Product Approval Process and Product Review Group
At least 3 - 5 years of relevant working experience in reputable financial institutions
Experienced BCU/Non market risk/Compliance professional within the banking industry
Excellent verbal and written English communication skills essential

Market Risk Production Resume Examples & Samples

Providing risk position data validation, calculation and reporting of all official market risk exposures and metrics such as VaR, Economic Capital, Infrastructure Risk Counter, Credit Valuation Adjustment, Credit Risk Management
Acquiring, controlling and providing validated market data used to calculate market risk exposures
Generating key daily global market risk reports
Overseeing and driving continuous improvement of the risk production platform e.g. via MR Proof of Concept monthly governance forum and Holistic Validation Governance framework, partnering with key business and infrastructure teams across the Bank
Managing the Holistic Validation Governance framework and reporting, identifying areas of escalation and remediation arising, also providing senior management briefing materials for presentation to the Management and Supervisory Boards
Providing market risk production expertise in the specification, testing and implementation of strategic change
Drilling into the trade, risk and market data inputs on a daily basis and comparing to the equivalent under the current Monte Carlo based VaR. The objective will be to ensure that the drivers of historical simulation VaR number can be understood and attributed e.g. to model or input
Working with the project team (Change the Bank (CtB) and Information Technology), colleagues in Macro Risk Assessment and Market Risk Management and upstream partners, to identify how the three inputs to, and outputs of, the three calculations can be aggregated & reported
Identifying what reports are required and specifying requirements for their implementation
Having a good understanding of the requirements of the Fundamental Review of the Trading Book (FRTB), its implications for Deutsche Bank and participating in the specification, testing and implementation of FRTB requirements

Market Risk VP Resume Examples & Samples

Engagement with Front Office Trade Surveillance unit to understand the Volcker desk level controls and design of the VCP
At least 5 years of Market Risk experience ideally covering FX/Fixed Income asset classes
Well-versed in statistics with solid experience in using large data sets
Experience in working in controls design and documentation
An excellent verbal and written communicator
Able to maintain attention to detail whilst working under pressure
A reliable team player motivated to work in a dynamic, international, and diverse environment
Able to effectively multitask in a fast paced environment; prioritize workload with minimal supervision

Market Risk IT Change India Lead Resume Examples & Samples

Business analysts are expected to be deep subject matter experts for their respective requirements and be recognized by both the business and IT teams a the 'go to' authority on the domain. They are expected to take responsibility for deriving the most appropriate solution and driving this through to delivery
The senior BA manager who will be part of the Market Risk IT management will also be responsible for the regional line management of the Market Risk IT change team (~40 FTE, including 15 perm)
Planning and manage the BoW, including day to day prioritization of tasks; involved in resource planning and forecasts (including vendor resources)
Drive up the value of the BA team by defining processes, standards and incorporating best practices to increase the effectiveness and efficiency of the India team
Undertake line management responsibilities for India team members within the BA team; this involves people & performance management, financials and admin tasks
Candidate posses minimum 15 years of experience in the IT BA domain
5 years of proven experience in doing business analysis for complex large projects within a Risk or Front Office environment desirable
Experience of working in Investment Banking / Risk Management domain desirable
Self-starter able to take ownership of tasks at short-notice and drive delivery
Very strong written and oral communication skills
Ability to work at a fast pace in a team and adapt style to ensure the project is successful
A self-starter who can proactively engage with peers and clients to ensure timely completion of deliverables
Able to take the lead during initiation phase of projects, working closely with business leads
Strong analytical problem solving skills and decision-Making attitude
Good prioritization and time management skills

Market Risk-volcker Resume Examples & Samples

Work with the business and IT to analyze business requirements in order to produce, amend and/or review functional specifications for any new or existing technology applications
Assist in the creation / amendment of the technical specifications produced off of the back of the functional ones
Analyze the impact of proposed solution(s) across the business, develop use cases to explain business requirements to IT, and contribute to the business and/or process perspective during design reviews
Devise and execute relevant test scenarios for SIT, UAT and Regression
Track and effectively communicate progress against plan to stakeholders
Execute 3rd level production support
Document existing and new functionality and, where necessary, facilitate training sessions and/or demos for users
Proven track record in the financial industry in related field that demonstrates the essential traits and skills necessary for the role
4+ years’ experience in the financial industry
Database query tools e.g. SQL
Microsoft tools – Strong working knowledge of Excel, PowerPoint, Word, etc. (VBA a plus)
Excellent organization skills including ability to multi-task
Ability to communicate succinctly and effectively
Ability to assimilate information quickly and assess impact on business or technology processes
Good general knowledge of management information and data presentation. Prior system integration experience is preferred
Strong attention to detail and delivery track record with the ability to multi-task across numerous projects/activities and meet deadlines

Head of Americas Rates Market Risk Resume Examples & Samples

Overall leadership function for US Rates business, including maintenance and evolution of all relevant relationships
Follow rates market developments and understand risk moves of US Rates business: Govt, Agy, Swaps, Options, Muni, Inflation, Index and RMBS desks
Sign off various risk metrics such as VaR, SVaR, EC, IRC, and stress tests
Set up frame work for various stress tests complying with regulatory requirements
Perform on-going risk calibration to prevailing risk tolerance, including setting, monitoring and reviewing limits and limit structure
Engage in frequent discussions with trading desk on risk taking, market color, and model control
Engage in regulatory meetings for on-going risk monitoring and other formal discussions
Liaise with risk managers of other asset classes and stake holders in various functional areas, such as CRM, Finance, and Product Control to come up with a collective solution
New Product Approval
New Process Approval
MRM policy sign off
Market data sign off
HVV sign off

Market Risk Credit Manager Resume Examples & Samples

Daily market and issuer risk management of US Flow Credit both on global and IHC level: Investment Grade, High Yield, Distressed, Leveraged Loan Trading; key metrics include CS01, PV01, RST, Greeks, default exposure, market value, etc
Daily sign-off of VaR as well as other key risk metrics including default exposure and market value
Analyze daily risk drivers and correlation between market variables, risk factors and P&L moves
Frequent discussion with trading desk on risk taking, market color, regulatory environment and limit framework
(Co)develop credit strategies for key names
Design, build and improve position risk reports to enhance business risk return profile
Analyze results from stress testing and back testing
Closely cooperate with Market Risk Operations as well as risk managers of other asset classes to address data and feed issues
Participate in projects improving risk system infrastructure
Contribute to policy and process guide update and development
Key contact for the front desk and other risk divisions for IRC consumption: Advise traders and risk takers on overall risk profile and RWA implications, and maintain constructive dialogue
Contribute to training of credit skills for junior staff
Understanding the markets, particularly liquidity and ability to distribute risk

Head of Market Risk-VP-director Resume Examples & Samples

Initially supporting the Head of Market Risk, supporting Investment managers in making market informed decisions on assets to match to insurance liabilities
Perform risk analysis for asset portfolio and produce periodic reports to senior management
Complete Stress testing and Business Planning
Monitor markets and analyse the performance of the portfolio
Manage reporting to regulators
In the future, step up as Head of Market Risk, leading the team and reporting to CRO
Quantitative background from financial services (including Investment Banks, Corporate Banks, Asset Managers and Insurance Companies)
Knowledge of a wide range of investment products
Science, Engineering, Mathematical or Finance related degree
Familiar with programming languages

Cib-qr-market Risk Capital Resume Examples & Samples

Develop risk engines for the Internal Models Approach (IMA) of the new Market Risk Capital Rules (Fundamental Review of Trading Book---FRTB). This includes interpretation of regulatory guidance on IMA, model specification, developing data requirements, data sourcing, calibration, testing, documentation, and ongoing benchmarking and performance monitoring
Understand existing Basel 2.5 Market Risk RWA models [VaR-based Measure (VBM), Specific Risk (SR), Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM)] and perform comparisons between outcomes of existing (Basel 2.5) and new (FRTB) rules. This includes running existing models with expanded scope as defined by FRTB rules
Act as a technical lead on IMA
Act as QR MRC’s liaison for FRTB and coordinate with market risk management on development of plans, timelines and deliverables
Manage a junior staff who will assist with execution of above-mentioned responsibilities

Ccar Market Risk Projection Resume Examples & Samples

Understand the Market Risk Framework used at Credit Suisse
Design, implementation and testing of a Market Risk IHC RegVaR/SVaR projection for CCAR in conjunction with senior management at Risk, Front Office and Cluster managers
Present projection results to senior management

Market Risk Resume Examples & Samples

Day to day financial risk management, with a particular focus on open funds
Responsible for the creation and management of various scenario analysis, stress-testing and back-testing of the funds and investment strategies of the banks Asset Management
Minimium 2+ years relevant experience in asset management, preferably within a risk management function
Knowledge of methodologies used to measure and limit risk, with quantitative skills being desired
Programming skills such as VBA or Matlab are advantageous
Third level qualification in Finance, Economics, Maths, or a related discipline

Manager Market Risk Measurement Resume Examples & Samples

Develop and maintain processes supporting calculation of Potential Future Exposure (PFE) factors
Assist in developing a new methodology for secured financing transactions within the CCR framework
Create a new methodology to support CSA haircutting compliant with OSFI E-22 guidelines
Hands-on experience with Pthon and/or C++ (or other OO languages) and scripting languages (Perl, KSH and the like). Knowledge of parallel programming, grid computing and/or Hadoop would be valuable
Experience with UNIX or Linux operating systems

VP-regional Market Risk Resume Examples & Samples

Stay abreast of market risk trends impacting the regional portfolio
Drive the construction of the internal Global Market Shock scenario catered to the risk concentrations of the IHC
Contribute to the build and execution of market risk components of the CCAR program including GMS (MTM, IDL, CVA, LCD) as well as risk based projection (VaR)

Manager Market Risk Resume Examples & Samples

5+ years of direct experience with asset liability management and liquidity risk issues
Advanced knowledge of balance sheet modeling systems as well as the underlying data management and reporting platforms. Prior working knowledge of QRM is a pre-requisite
Corporate Treasury experience is preferred
Ability to work independently and in a team environment to solve complex problems
Undergraduate degree in related discipline: business / finance / economics etc
Advanced degrees and/or professional designations are an asset

Ihc-head of Basel Market Risk Portfolio VP Resume Examples & Samples

1: Understanding, analysing and communicating the market risk profile of the IHC through the utilisation of various risk metrics
2: Reviewing the capital allocated to market risk and the associated drivers
3: Implementing IHC specific governance
4: Limiting market risk to ensure that the risk appetite of the IHC’s Management Board is not exceeded
5: Management of a team providing resources to address points 1 through 4 above

CIB Risk-executive Assistant Market Risk Resume Examples & Samples

Travel arrangements: co-ordination of flights, tickets, VISAs, accommodation and ground transportation
Phone coverage for the MD’s as required
Management of expense processing through Concur, reimbursement and account reconciliations
General administration duties
Partnership with assistants across the group to provide coverage for absence demonstrating strong team player skills
Calm and composed manner, ability to work in pressured environment and partner effectively with peers
Can follow up effectively without prompting and keep one step ahead of arrangement and requirements
Can proactively, anticipate next steps and follow through to completion

VP, Market Risk Department Resume Examples & Samples

Identifying, assessing and monitoring interest rate risks related to banking book business activities
Maintaining active dialogue with business units, treasury, risk management colleagues, and other groups regarding business strategies, risk representation, and limit compliance
Collaborating with senior business professionals in enhancing planning, stress testing, and limit setting
Innovating ways to identify key risks/concentrations and implement processes to actively monitor these risks
Communicating results of analyses with relevant stakeholders
Preparing and presenting briefings to senior management, Boards, and Regulators on key risk issues on a regular basis
Liaising with Treasury, business personnel and risk managers to ensure the appropriateness of the representation of interest rate risk
Ability to synthesize complex problems and conceptualize appropriate solutions
5-7 years relevant experience working in a treasury or a risk department at a large financial institution
Strong understanding of interest rate risk and financial products

Director, Market Risk Independent Review Resume Examples & Samples

50% Independent Review of Regulatory and Internal Audit Findings
Prioritize independent reviews of outstanding (and future) regulatory findings for both market risk and counterparty risk. Regulatory findings include both Canadian and US regulators (e.g., OSFI, Fed, OCC, etc)
Prioritize independent reviews of outstanding (and future) internal audit findings for both market risk and counterparty risk. Findings include major and minor control deficiencies and any observations
Provided detailed and object assessments to senior management based on the results of the independent reviews noted above
Make recommendations to improve the system of control, specific processes, and/or policies and standards related to regulatory and audit findings
Provide statistics and KPIs for a quarterly review with various stakeholders in the Bank
40% Independent Review of Other Market Risk and Counterparty Risk Processes
Select and prioritize specific processes to review in market risk and counterparty risk. These will be determined with input from senior management, Enterprise Independent Review, and other stakeholders
Provide independent validation related to RDARR requirements (BCBS239)
Make recommendations to improve the system of control, specific processes, and/or policies and standards where applicable
10% Subject Matter Expert on System of Control, Policies and Standards, and Process Excellence
Provide recommendations for improvement, gap closure, and improved effectiveness for the Department’s system of internal control
Provide a review of policies and standards with respect to process improvement, transparency, and auditability
Provide training to the Department’s employees related to process excellence, six sigma, or related
Graduate degree in Finance, Business or quantitative discipline accompanied by a relevant professional designation (e.g. FRM, CA, MBA, CFA)
7+ years of relevant experience in risk, finance, capital and /or stress testing
In-depth knowledge of the risk characteristics of the banking business, including credit, market, operational and liquidity risk concepts
Demonstrates ability to effectively lead cross-functional projects or operations with proven track record of driving results despite competing priorities and short time frames
Able to build effective relationships and impact and influence key stakeholders
Displays expert coordination capability and handles conflict resolution professionally
Exhibits consistent flexibility, resilience and resourcefulness
Detail oriented with ability to work in a dynamic environment and undertake, execute and deliver on time multiple concurrent projects against tight deadlines
Excellent written and verbal communication skills to senior audiences
Ability to work both independently and as part of cross-functional teams
Capacity to blend quantitative/theoretical thinking to resolve most technical and conceptually ambiguous issues/situations with sound business judgment

Market Risk-development Lead Resume Examples & Samples

Technical Proficiency
Team Management/Leadership Skills
Stake Holder Management
Contributions to the ecosystem
This is a first line leadership position
The individual must be a proactive leader in identifying the individual development needs and create IDPs accordingly for the entire team
Should constantly be able to mentor the team in technical terms, and improve their soft skills
Need to arrange the required training (internal and external) as appropriate
Periodically, converse with the supervisor on their own development needs, leadership guidance, challenges faced by the team and come up with an action plan to mitigate the risk of attrition and team burn out
Actively lead the performance appraisal cycles per Citi policies and procedures
Must possess excellent written and verbal skills with focus on articulation as appropriate
Java/JEE, RDBMS, Object oriented technologies, Unix, design patterns
Knowledge of Enterprise Risk management systems, VaR methodologies, market risk factors for different asset classes, such as rates, credit, FX, commodities, EQ, etc. and conceptual understanding of volatility, correlation, Greeks and their influence on P&L, VaR is a must
Strong orientation towards domain driven design is a must

Avp-bia Market Risk Resume Examples & Samples

Experience in risk based auditing or risk/control activities
Understanding of Market Risk concepts and capital markets products
Knowledge of Market Risk regulatory environment in the UK and globally (e.g. Capital Requirements Regulations,
Stress Testing / CCAR) and its challenges
Strong desire and enthusiasm to learn
Strong risk and control background with practical experience of managing audits / driving control initiatives in a relevant field
Proven track record of senior stakeholder management
Proven ability to deliver timely, high quality analytical work in a relatively unsupervised environment
Strong understanding of Market Risk concepts, capital markets products, and relevant regulatory environment
Graduate or Postgraduate degree in a quantitative discipline
Relevant professional qualification (e.g. ACA, CIMA, CISA)

Market Risk Controllers Resume Examples & Samples

Produce SEC and External Regulatory Reporting in compliance with evolving guidelines
Influence the direction of Market Risk control processes and support the global expansion of the Market Risk Controllers into India
Be encouraged to think creatively, challenge status quo, and motivate team members toward strategic objectives
Lead, develop, and manage a team of world class analysts from end to end
Bachelor's degree in Business, Finance or Accounting (or equivalent experience)
Master’s in Business Administration, CFA or other finance certifications preferred, but not required
8+ years relevant experience in financial services performing finance, accounting or analytical functions
Established track record of delivery in a complex environment, ability to multi-task and flex to business changes
A developed leadership presence capable of effective messaging of complex systems and processes to junior team members and upper management alike
Capability of working under pressure, prioritize multiple tasks, and bring tasks to closure
Ability to critically challenge with the goal of identifying control issues
Understanding of securities, derivatives, and/or loan products
Excellent working knowledge of MS Excel (Pivot tables, v-lookups) and PowerPoint, Microsoft Access desirable

Firmwide Market Risk-market Risk Basel Group Resume Examples & Samples

Support the LOB and FRTB Program Management on the implementation of Fundamental Review of the Trading Book
Oversight on regulatory Market Risk Capital including VaR, Stress VaR, Specific Risk, IRC, CRM and etc
Govern changes to the significant subportfolios for an LOB
In depth experience in a given or multiple asset classes in a Market Risk, Finance, or similar capacity, with experience in one or more of Market Risk Management, Valuation Control, Regulatory Capital, and Product Control functions
Bachelor’s degree, Masters/MBA a plus

Cib-qr-market Risk Capital Resume Examples & Samples

Develop the risk engines for Basel 2.5 Market Risk RWA models [VaR-based Measure (VBM), Specific Risk (SR), Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM)]. This includes working on model specification, calibration, testing, documentation, and ongoing benchmarking and performance monitoring
Act as a technical expert in modeling discussions and presentations, including internal meetings and on-site regulatory exams of market risk RWA models with the FRB, OCC, and PRA
Experience in developing models for Regulatory Market Risk Capital (in particular, IRC and CRM, but VaR is also relevant) or Front Office models for credit trading
Experience in presenting technical matters to trading and model validation personnel. Ideally this experience will be related to trading book capital (VaR, IRC, CRM)
Ability to work across organizational boundaries and build partnerships with key stakeholders on capital issues (Finance/Controllers, Traders and Risk Managers, Regulatory Policy, Market Risk Management, Market Risk Middle Office, RWA Reporting, central CCAR Project management)
PhD in Applied Math, Physics, Economics (quantitative), Engineering or similar
Risk & Control mindset

Senior Market Risk Professional Resume Examples & Samples

Develop risk, hedging, pricing, p&l, VaR, stress testing models/analytics and work on their validation
Perform quantitative modeling using excel, VBA, MS access and SQL queries, R, MATLAB, SAS, ADCo, Yieldbook, Intex, TREPP, Polypath; trading systems including Bloomberg TOMS, Thomson Reuters Eikon, Market Axess, Sunguard BRASS, LoanTRAK; analytics including Bloomberg MARS, PORT (and other calculators), Bond Edge, JPM Morgan Markets, Markit Hub, Barclays Live, Murex, Pershing, Bondticker, Thomson Reuters Municipal Market Monitor (TM3), IBM RiskWatch, MSCI Riskmetrics
Perform research related to hedging and market movements; create and implement strategies to manage market risks
Support the line of business with deep subject matter knowledge relative to market risk and market risk strategies
Support Market Risk policies and processes
Identify and quantify market risks
Provide in-depth analytical and quantitative decision support
Use optimization tools to find the best integrated solutions to multi-faceted decision problems
Understand the conceptual framework and assumptions of models
Understand and support how models are used in the business decision making process
Assess and validate model performance
Act as mentor to other team members
Engage with regulators as needed
Develop and maintain effective partnership with participants/stakeholders within the Quantitative Risk Management community. *Review/write technical reports detailing the model’s calculations and use that will clearly documents the mathematical or financial concepts used in the model along with operations issues
Use industry knowledge and experience to identify opportunities, adopt best practices, improve existing processes, and provide expert advice on various business and analytic issues
Ph.D. or Master’s degree in finance, mathematics, statistics or other quantitative field
10 years of financial modeling / model validation experience
Experience with development of testing methodologies and creation of working papers
Advanced knowledge of Fixed Income, statistics, mathematics and financial modeling
Strong analytical, quantitative, and communication skills
Working knowledge of SAS, MATLAB or other advanced statistical software
Proficiency in the use of Microsoft Office with advanced experience in Excel Proficiency in a programming language such as C++ or VB
Ability to perform multiple tasks simultaneously to meet strict deadlines
Ability to work independently and in a team environment in collaboration with other team members and external consulting firms

100

Market Risk Quant Resume Examples & Samples

Audit Compliance: Periodic review of FO pricing models, CVA and DVA models
Independent Model Development: Independent implementation helps quantify model risk
Understanding model and pricing of products, and how creating suitable VaR methodology
Understanding how regulatory reporting like CCAR have implications of capital for various products

101

Wholesale Credit & Market Risk Resume Examples & Samples

BC&I is required to submit a waiver application to the Prudential Regulatory Authority (PRA) to get advanced (modelled) treatment of its credit risks, where existing models have been deemed inadequate through self-assessment
The purpose of this role is to support model implementation activities in support of the timely submission of the waiver such as creation of internal rating processes, identification and closure of data gaps associated with the future internal credit rating system and Credit Risk RWA impact analyses
Involvement in designing the future operational regulatory capital production and reporting process
Providing support on capital optimisation initiatives & new reporting requirements
Knowledge of CRD IV / CRR requirements
Good understanding of credit risk models, processes and data flow
Confidence to deal with senior management within immediate department and across functions
Experience working in a top tier investment bank in a similar role
Proven problem solving skills with the ability to think independently and under pressure
Highly numerate with strong analytical / problem solving abilities
Flexible approach to work including the ability to handle multiple tasks effectively. Work on multiple streams and systems, ensuring consistency across the delivery
Excellent interpersonal skills and a team player who is able to interact across all levels of the firm

102

Wholesale Credit & Market Risk Resume Examples & Samples

The purpose of this role is to lead a team that drives model implementation activities in support of the timely submission of the waiver such as creation of internal rating processes, identification and closure of data gaps associated with the future internal credit rating system and Credit Risk RWA impact analyses
The successful candidate will also represent the Capital Reporting team in strategic projects and initiatives across the bank
Experience in line mgt and setting objectives

103

Market Risk Projects Manager Resume Examples & Samples

Project Management and some Business Analysis as needed, from the business perspective, of projects ranging from strategic to ad-hoc enhancements impacting the End-to-End Market Risk Infrastructure, Market Risk Reporting and Market Risk Middle Office teams
Detailed responsibilities include: translation and understanding of business requirements, engagement with Product Control, Technology, Coverage, VaR Methodology & Operate and management of various projects within the risk reporting and middle office book of work
Support of project documentation generation across the project life cycle
Identification of potential system/process enhancements
Assisting in the development of new tools or projects to enhance our market risk reporting, data aggregation, and monitoring capabilities
Liaising with technologists in the business and Risk around strategic and tactical initiatives, including those related to VaR, sVaR, and other risk processes
Support the delivery of large scale project milestones within the Market Risk Infrastructure Initiative
10+ years of Business Analysis or Project Management Experience within Financial Services
Experience in a Market Risk, Product Control, Middle Office, or other risk management experience preferred
Knowledge of VaR, sVar, Market Data, Volcker, Default Exposure, or risk sensitivities a plus
Strong Project Management Skills, ability to gain consensus among team and drive initiatives to completion effectively
Comfortable with conveying complex requests to Technology, Operations groups and senior managers in various risk disciplines
Advanced technical skills in Excel are required
Experience with Microsoft Project, SharePoint, and Visio
Strong analytical skills in interpretations of data and identification of anomalies
Good Leadership/Management skills and comfortable leading others
Ability to identify, research, and escalate critical issues
Results-oriented / delivery focused; ability to deliver high-quality results under tight deadlines
Comfortable working independently in a dynamic and challenging environment

104

Market Risk Controllers Resume Examples & Samples

Be encouraged to think creatively, challenge status quo, and work independently towards strategic solutions
Have the ability to dissect large datasets, identify themes, and deliver concise messages to management
Identify opportunity areas and build partnerships across the firm within Risk Management, Regulatory Reporting, Finance, Middle Office and Technology
Support the global expansion of the Market Risk Controller team into India by providing world class data analytics

105

Market Risk Product Control Specialist Resume Examples & Samples

Acting at the primary Market Risk contact for the Foreign Exchange LOB
Critically analyzing P&L results by reviewing trading results and account postings
Developing expertise in the core systems of record and engaging technical teams on development priorities
Maintaining control over the structure and usage of trading and hedging portfolios
Leading Cross-Functional initiatives to enhance Market Risk’s control environment for the supported Lines of Business
Leading the operational workflow definition for transactions requiring new, unusual and “non-straight through” processing solutions
Ensuring the integrity of transaction data by defining points of reconciliation throughout the transaction process workflow
Critically assessing the valuation assertions of the bank’s risk exposures by conducting independent reviews of the price and rate inputs used in the derivative pricing / valuation models
Reviewing daily Profit and Loss reports and other associated performance and risk reporting schedules
Leading the change and improvement to the reporting processes and tools used by the Market Risk to improve accuracy and efficiency
Reviewing the validation documentation of the pricing models used by Market Risk, and maintaining documentation standards for production models
Learning about new products and trading activities that the Market Risk is asked to support
The design / re-engineering of operational processes for the preparation of daily P&L and risk reporting outputs within a control framework. This will draw on the individual’s knowledge of derivatives valuation methodologies and the ability to apply them within a systematic, periodic reporting process
P&L attribution analysis. This is the ability to rationalize reported daily P&L results by relating the daily change in market rate / price inputs with the business’ actual risk exposures to those market variables
The ability to trace multi-period accounting information from the General Ledger back to transaction level valuation information in the firm’s systems of record
Performing independent valuation reviews. The Market Risk Middle Office conducts periodic independent reviews of all the market-based parameters used as inputs to the bank’s derivatives valuation models, and quantifies and escalates any material valuation variances identified by the analysis
The ability to challenge / defend a position to a wide variety of audiences with persuasive arguments and sound reasoning
Entrepreneurial. Drives results by looking for opportunities to streamline / improve the business’ operational and control environments
Well-developed skills including the ability to lead change through strong leadership, attention to detail, possession of excellent communication skills, the ability to prioritize, the ability to work efficiently and effectively under tight deadlines

106

Senior Manager Market Risk Capital Resume Examples & Samples

Participate as a subject matter expert on the Bank's Fundemental Review of the Trading Book initiatives
Responsible for understanding the key drivers of market risk capital and stress testing and communicating this information effectively to relevant stakeholders, including the Bank's Senior Management
Responsible for overseeing and delivering solutions to meet regulatory requirements and the Bank's strategic technology objectives
Responsible for the market risk exposure reporting and analysis process. Identify and address operational and processing problems in real-time and devise innovative solutions to resolve as necessary
Ability to efficiently manipulate large amounts of data
Familiarity with programming concepts so as to be able to work in a UNIX environment
Statistical analysis

107

Market Risk & Product Control Resume Examples & Samples

You have a Bachelor/Master's degree in Mathematics, Financial Engineering or another related field
You have up to 5 years of experience Market Risk and analytics, preferably in Interest Rate Derivatives
You have in-depth knowledge of financial products
You have strong analytical skills and good communication skills
You have good Excel/VBA skills; preferable SQL Management Studio knowledge

108

Manager, Market Risk & Default Mgmt Resume Examples & Samples

Analyze market risk exposures for all products and accounts cleared by OCC, or part of an OCC supported process (i.e. cross-margin). Analysis is performed using proprietary OCC tools/applications. Products include equities, government securities, options, futures options, and futures
Monitor potential risks and portfolios with exposure to major events such as Earnings announcements, or key Economic announcements
Provide support and analysis as it relates to margin calls, extended trading hours monitoring, and policy/procedure writing
Monitor clearing member trading positions, and price risk, and create trend analysis, margin call analysis, and other requested dashboard reports to senior management
Maintain relationships with external liquidation agents, default management committees, auction participants, and other clearinghouses
Prepare reports regarding position and financial exposures
Analyze portfolios for sensitivity to risk factors and identify hedging strategies
Assist in liquidation of portfolios during a Clearing Member default and subsequent reporting
Provide administrative support for OCC’s auction program
Coordinate and assist in executing periodic default management exercises
Support clearing member’s inquiries regarding OCC’s default management policies and procedures
Assist in documenting new or enhancing existing policies and procedures as needed
Additionally, will assist Department Officers in
Serving as a resource to counterparts and other OCC departments with problem resolution and departmental policy, procedure and process explanation
Interacting with internal and external auditors, compliance professionals and regulators during exams, audits and reviews
Represent Financial Risk Management on corporate projects and new system development
Reviewing and/compile materials for submission to upper management, committees, regulators and auditors
Writing memos for Risk Committee and Board Meetings
Provide oversight of default testing process planning
Oversee department System Development Life Cycle (SDLC) and issue management process
Manage up to 10 Risk Analysts
Prioritize, assign and review departmental assignments
Complete staff performance appraisals
Promote staff’s personal and career development
Proven leadership and supervisory abilities, ability to ensure staff follows through
Ability to work independently in a fast-paced, dynamic environment
Must be able to work under deadlines and manage multiple tasks
Strong understanding of statistical concepts, options pricing knowledge, understanding of securities markets, derivatives, and options trading strategies required
Experience with Microsoft Office desktop tools (Word, Excel, and PowerPoint)
Experience with Bloomberg API preferred
Policytech experience preferred
MBA or similar MS degree preferred, including progress towards an advanced degree
Five or more years of experience in risk management, prior senior or managerial role preferred

109

CIB Market Risk-global Rates Resume Examples & Samples

Coordinate and work with trading, business management, Valuation Control Group, Quantitative Research, Structuring, Model Governance Group, and Regulatory Risk on projects relating to Market Risk
Supporting other projects adhering to regulatory and internal control deliverables and guidelines
Respond to urgent ad-hoc requests from senior management
Knowledge of interest rates & interest rate options markets required
Experience working with MaRRS, Kapital and/or Athena a plus
Strong project management skills, ability to gain consensus among staff and drive initiatives to completion effectively

110

Market Risk Valuation Director Resume Examples & Samples

12+ years of banking experience, including in depth knowledge of Value-at-Risk (VaR), Mark to Market (MTM), and interest rate and capital models
7+ years of managerial experience
MBA in finance/banking
Well-developed analytical, decision-making, and problem-solving skills

111

Head of Market Risk Resume Examples & Samples

Work with our Canadian Parent to enhance the Market Risk aspects of our Internal Capital Framework, and ensure and appropriate model is developed for our US business
Oversee the Market Risk limits currently in place and the monitoring of these limits against our current market risk profile, and bring effective challenge to the suitability of these limits
Act as a key participant of the Great West Financial ALM Committee to assure market risk is being appropriately managed, with a view toward ALM, consistently across the firm
On an annual basis, develop and recommend an aggregate market risk appetite for Great West Financial, risk limits by type of market risk (e.g., interest rates, FX, equities) and by legal entity and/or product as deemed appropriate
Proactively work with the businesses to incorporate market risk considerations into product design and pricing
Proactively work with the businesses (as appropriate) to develop hedging strategies that will incorporate mitigating market risk
Develop enterprise-wide market risk reporting, dashboards, heat maps to be utilized with the Board, senior management, the businesses and various external constituents
Monitors and reports market risk exposure in the business lines and provides guidance to senior management on risk triggers, limits and actions
Prepares comprehensive risk requirements for key exposures
Works with the Great West Financial Chief Financial Risk Officer to review and improve policies, best practices and governance
Acts as an independent review and evaluation body to ensure that risk management issues/concerns are being appropriately evaluated, investigated and resolved
Works with Internal Audit to foster open communication and transparency
Responsible for oversight of equity, interest rate, liquidity, fixed income and counter party risks
Coordinates closely with the Business/Function
Demonstrated senior leadership and management capabilities in a major Risk leadership role, with ability to effectively work across multiple businesses
Strong communications skills, with the technical ability to challenge risk & actuarial professionals as well as the ability to convey risk exposure and requirements to business leadership
Working knowledge of overall market trends and industry practices related to Variable Annuity, Life Insurance, and Wealth Management Businesses
Experience in hedging of Variable Annuity risks
15+ years business, risk or actuarial experience in progressively larger roles, including broad management roles
Strong ability to interact with the Board and senior leadership team that includes clear communication capabilities and the ability to respond well to questions and feedback in real time
In-depth knowledge of Asset/ Liability Management
In-depth knowledge of Portfolio Management
In-depth knowledge of Capital Requirements, including Economic Capital
Broad knowledge of Pricing and Valuation
FSA or CFA designation

112

VP-market Risk Resume Examples & Samples

Build effective partnerships with the Coverage, Technology, Market Risk Operate, RCMO, MRQR and Market Risk Reporting teams; consensus builder
Ensure that all processes are run in the most effective, efficient and timely manner to meet all SLAs
Ability to build critical relationships across the Market Risk Middle Office team
Development/refinement of key controls and ongoing monitoring and evaluation of the environment to mitigate control gaps/deficiencies across the Market Risk Middle Office
Ability to get into the details and know the workings of all processes within the stated responsibilities will be key in the successful execution of this role
10 to 12 years’ experience, primarily in financial services, with focused experience in either risk, product control, operations and/or finance, with solid technical experience
Develop business process knowledge and stay abreast of changes in the regulatory environment as impacting the various processes
Ability to effectively work with virtual teams
Strong knowledge of financial markets
Strong interpersonal skills; ability to develop effective/credible relationships with the business and functional partners; ability to interact seamlessly with both senior management, peers and staff members
Superior analytical abilities
Ability to effectively work in a matrixed reporting construct
Solid organizational skills and ability to prioritize
Attention to details; hands on engagement

113

VP-market Risk Resume Examples & Samples

Performing relevant market risk analyses across the risk profile of the business of the firm
Partnering with Market Risk coverage groups across businesses to develop new tools and metrics to make the important risks and P&L drivers more transparent to senior management
Using knowledge and understanding of risk profiles to provide explanations to senior management on significant risk drivers across portfolios
Strong understanding of Equities, Fixed Income, FX and Commodities products, securities and derivatives
Strong understanding of Value-at-Risk, Stress and risk sensitivities. Understanding of financial regulatory and policy requirements
Ability to run and lead projects from design, implementation and delivery. Ability to work independently in highly demanding environments and to make clear recommendations to senior risk managers
Excellent academic background (preferably Economics, Finance, Engineering, Mathematics or Physics). B.E./ BTech & MBA/ MSc or equivalent required
Inquisitive nature with an eagerness to investigate and fully understand products, processes and issues
Clear oral and written communication, and strong interpersonal skills
Ability to challenge efficiency and drive forward on change and innovation of processes

114

Market Risk Management Portfolio Risk Identification Resume Examples & Samples

Leading the ongoing design, management, coordination and execution of the Market Risk Identification Framework
A Bachelors degree preferably in Economics, Mathematics or other quantitative subject or the equivalent experience or qualifications
Able to multitask, adapt and work well under pressure
Conversant & interested in macroeconomic/geopolitical events, both current and historical
Good understanding of market risk measurement techniques
Proficient in Microsoft Office, especially Excel, Word and PowerPoint

115

Manager, Market Risk Resume Examples & Samples

Assist audit teams by pricing exotic derivatives including but not limited to barrier options, constant maturity swaps, callable bonds, collateralized debt obligations, and Bermudan swaptions
Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals
Provide leadership and oversight to KPMG team members regarding deliverables, project plans, and performance management
Ability to computer program Monte Carlo simulations and utilize finite difference techniques in more than one programming language or application
Ability to travel up to sixty percent of the time
Progressive experience leading multi-disciplinary teams and managing projects
Superior interpersonal skills with a demonstrated ability to gain the confidence and respect of professionals at various levels

116

Market Risk Mgmt Senior Resume Examples & Samples

Develop and Monitor risk exposure and risk limit
Develop computational framework on risk measurement
Develop, reporting and reviewing trade sensitivity to models and other market variables
Develop and maintain automated risk monitoring process
3-6 years of related professional work experience
Bachelor’s degree in finance, mathematics or computer science
Strong financial aptitude and programing skills
Excellent Excel, SQL, VBA and .NET programing
Knowledge of mortgage-back securities
Java, C++, Matlab

117

Market Risk Controllers Resume Examples & Samples

Bachelor’s degree in Business, Finance or Accounting with 4+ years of relevant work experience
Strong team player who can work well and build partnerships with colleagues of various levels, across multiple locations
Self-motivated and comfortable working with large amounts of data
Excellent analytical and problem-solving skills with an acute attention to detail
Advanced desktop/spreadsheet/database skills
Ability to understand business drivers and requirements and influence partners to deliver solutions to business issues and problems
Ability to excel in a dynamic environment through efficient prioritization and consistent execution
Proven track record of strategic issue resolution

118

Market Risk-with Italian Resume Examples & Samples

Responsible for Monitor market, liquidity, counterparty risk reports against internal risk limit framework
Responsible for Analysing risk levels against agreed risk profiles and liaise with various relevant portfolio managers
Contribute to the improvement of the risk management processes and risk management documentation
Produce performance/risk attribution analysis and report on such to Senior Management

119

Ed-ied Non Market Risk Resume Examples & Samples

Managing and growing the IED Non Market Risk offshore team by integrating new processes and enhancing existing ones
Building a strong team by creating a culture of ownership, communication, efficiency, decision making, execution, etc
Shaping the strategic framework of the team to support 250+ activities across multiple regions, many of which overlap, but some of which are region specific
Defining and augmenting the documentation and operating processes for reviewing trading exception models and other risk controls
Managing the overall migration of activities from HUB locations to the local team, for example prioritizing the offshore activities queue, defining local and HUB supervisory processes, etc
Developing management reporting around the team’s activities to create transparency and more comprehensive monitoring
Interacting with senior Risk Management with regard to supervisory issues and exceptions
Interacting with senior members from associated control functions, such as Legal, Compliance and Technology Risk
Solving problems by effectively influencing and utilizing resources across teams outside of the Risk Management function
Supervising the offshore review of sales and trading exception models on a daily basis and maintaining records relating to these reviews, some examples Reg. SHO, Wash Sales and Employee Trading
Supervising offshore activities around risk and regulatory controls
Improving and monitoring existing control frameworks and / or creating new control frameworks if none exist
Leading projects related to the supervisory platform and the information security program
Mentoring and providing guidance to RCG management and junior members on the desk with projects and problem solving; and
Establishing relationships and work closely with IED Risk Management, Technology, Operations, Finance, and Compliance
15+ years with a background in Compliance, Risk Management and / or Trading Support focusing on sales and trading issues
Effective management and leadership skills
Excellent knowledge about equity and fixed income markets
Strong motivation, be a self-starter with a positive outlook and desire to solve problems
Ability to identify and escalate issues effectively and appropriately
Solid understanding of applicable regulatory rules and regulations
Excellent oral and written communication skills by clearly articulating objectives, requirements, risks and issues
Ability to handle multiple tasks in a timely and effective manner and thrive in a fast-paced environment
Proven ability to take ideas forward and to challenge others with integrity and maturity; and
Proficiency in MS Office and related applications (Word, Excel, PowerPoint, Project)

120

Market Risk Capital Manager Resume Examples & Samples

As a legal entity and capital risk manager, provide in-depth risk analysis of Morgan Stanley PRA regulated legal entities, working closely with business for capital optimization initiatives
Proven experience in dealing with Regulatory Market Risk and CVA Capital
Experience in managing teams
Excellent time keeping and working to detail

121

Manager Market Risk Capital Resume Examples & Samples

Collaborate with relevant stakeholders to aid in risk and capital management
Work on new projects and initiatives as required
Ensure that all processes and procedures are appropriately documented
Exceptional problem solving skills
Knowledge of finance and derivative products
Ability to prioritize and multi-task in a fast paced environment with daily reporting responsibilities

122

Manager, Market Risk Resume Examples & Samples

MBA or Master’s in a financial discipline desired
Proven Excel experience, VBA or other programming skills a plus
Demonstrated ability to work with front office in solving problems and corresponding modeling as necessary
In-depth understanding of commodity trading activities, standard energy derivatives and physical products, and ability to analyze and validate risk exposures
Good understanding of energy industry contracts
Utility or Energy industry experience
Lead team to accurately and timely produce risk reports for Senior Management and the CPUC
Work Closely with Front office in modeling assets and contracts appropriately for forecasting costs and volumes
Work closely with valuation model developers to help ensure commodity price and risks are accurately captured and valued
Lead operational effectiveness efforts including model process improvements and updates
Interact with Energy Policy and Procurement, Customer Energy Solutions, Regulatory Relations, and other business areas to understand their needs and provide analytical support as necessary
Communicate deal valuations and risks with senior management
Develop effective team through appropriate coaching and goal setting

123

Market Risk Regulation Resume Examples & Samples

Supporting supervisory exams, including quality assurance of materials
Tracking, reviewing and interpreting regulation relevant to the Market Risk Management department
Assessing compliance with regulation, via identifying rule owners; providing interpretive and execution challenge; tracking identified gaps in a controlled and reportable manner; working with stakeholders to propose solutions gaps identified
Working across the department and beyond to advise on regulatory requirements and influencing decision making to move to regulatory best practice
Ensuring delivery of regulatory notifications and applications, ensuring regulatory audit remediation is transparent and meets requirements
Experience of working in or extensively with the Market Risk department
Experience of prudential regulation
Good understanding of key Market Risk concepts (e.g. Value at Risk (VaR), limits, back-testing, stress testing)
Ability to multitask and prioritise whilst being responsive to ad-hoc requests
Confident, driven and enthusiastic, with a delivery focus
Educated to Bachelor’s degree level
A strategic and analytical thinker
Highly professional and ethical
A strong team worker with an ability to build strong relationships
Proficient in the English language, both written and verbal

124

Firmwide Market Risk Market Risk Basel Group Spread Markets Business Coverage Resume Examples & Samples

Support the MRBG LOB leads and FRTB Program Management in the implementation of Quantitative Impact Study for specific LOBs, including implementations of the tactical and strategic solutions
Stay abreast of changes in the LOB-specific Basel 2.5 implementation and ensure compliance with the rule requirements
Partner across LOB teams to source data, analyze, summarize and prepare reports for regulators, committees and control partners with respect to market risk regulatory capital changes, providing business-aligned subject matter expertise
Govern changes to the significant sub portfolios for the LOBs
Experience in a Market Risk, Finance, or similar capacity/skillset; from working in one or more of risk management/measurement, Regulatory Capital, and Product Control functions (prior Spread Markets asset class coverage is a particular advantage)
Knowledge of VaR, P&L Explain, and market risk sensitivity analysis
Excellent written and verbal communications skills, with a track record of partnership
Ability to multi-task, work under pressure with commitment to deliver under tight deadlines

125

Senior Market Risk Change Manager Resume Examples & Samples

Measuring the market risk exposure of the firm using a variety of tools including, sensitivity analysis, scenarios, Value at Risk (VaR) and Economic Risk Capital (ERC) CS’s in house capital measure
Monitoring risk exposure against limits and the effectiveness of trading risk flags and Market Risk limits via quarterly review
Testing model effectiveness by back-testing VaR vs P&L
Be the lead on key change projects to improve APAC MLRM's risk monitoring and control environment in order to allow APAC MLRM to appropriately manage the market risk of the expanding APAC Division
The successful candidate will be required to deliver projects that offer enhanced and scalable, day-to-day risk management, monitoring, analysis & reporting capabilities
In particular, to ensure that MLRM have a comprehensive and holistic view of market risk across both the private and investment banking arms, by identifying and remediating missing or broken risk feeds into Market Risk's key risk monitoring tools; the intended outcome is to enable MLRM to be able increase its effective and efficient management of the consolidated market risk for the whole of the APAC Division
Participate and contribute to the various daily and weekly risk meetings
Ad hoc projects / tasks to support Regional Head MLRM / HK CRO

126

Senior Manager Market Risk Resume Examples & Samples

Advanced degree, or risk management designation obtained or in progress
At least 7 years experience with financial products, preferably in risk management, product control or finance area
Broad product knowledge including an understanding of derivatives
Excellent attention to detail while keeping sight of the big picture
Leadership qualities, leading by example

127

Market Risk Resume Examples & Samples

Understand key market and liquidity risk measures such as greeks, liquidity coverage ratio, net stable funding ratio, liquidity asset buffer, and non- liquidity asset buffer, deposit balances and stress tests and explain material risk moves
Develop and maintain legal-entity specific liquidity reporting
Self-motivated, and comfortable working with large amounts of data
Knowledge of market and liquidity risk metrics and financial products
Fluent English speaker

128

Market Risk Change Programme Manager Resume Examples & Samples

Helping to define and deliver the Front to Back target operating model, processes & controls and reporting for Historical Simulation calculations under current rules and FRTB
Leading the Market Risk Control (MRC) team tasked with creating a production process to support the validation, calculation and reporting of daily historical simulation calculations (VaR, SVaR) under current rules, in parallel to current production
Leading the Market Risk Control team tasked with creating a production process to support the validation, calculation and reporting of future FRTB risk metrics via the historical simulation infrastructure, in parallel to current production
Working with CtB and IT to ensuring that user acceptance tests for strategic front to back and market risk functionality are fit for purpose appropriate testing has been performed and results reviewed and that systems and processes are ready for implementation into MRC
Ensuring that the MRC team has the appropriate level of product knowledge and front to back knowledge and relationships to be effective in the execution of its role
Representing the Market Risk Control function at key internal forums (project workshops, working groups etc.) driving Historical Simulation and FRTB implementation
Working closely with colleagues within MRM and Front to Back (e.g. Front Office, Market Risk Change, IT, MRM Methodology, Market Risk Analysis, Market Risk Managers, Product Control, Finance etc)
‘Home of Best Fit’ – ensuring that strategic processes are performed in the most efficient and cost effective location (e.g. Mumbai)
Regulatory & audit interaction – leadership role in ensuring that regulatory and audit requests are managed professionally and diligently on behalf of the MRC function
The successful candidate should be able to demonstrate a detailed knowledge of high quality end to end market risk processes & control frameworks in a historical simulation environment, deep product knowledge in one or more asset class, a good understanding of the requirements of FRTB and how these should be implemented in an efficient & controlled way
A career history which includes risk, P&L and accounting experience in Product Control is desirable
Deep product (derivatives & cash) and market risk knowledge in more than one business line is required as is a clear understanding of how front to back (E2E) business processes should be organised at a Tier1 investment bank
A strong but collaborative personality is essential, as are ability to present and communicate to Management Board -1 level, ability to think clearly under pressure, along with influencing and networking skills
Ability to work cross-functionally and proactively forge relationships with key contacts front to back are essential
Advanced team and people leadership skills, working across geographical time zones, leveraging vendor models and experience of outsourcing tasks and processes are essential

129

Market Risk Valuation Oversight Manager Resume Examples & Samples

8+ years of banking experience, including in depth knowledge of Value-at-Risk (VaR), Mark to Market (MTM), and interest rate and capital models
5+ years of managerial experience
BA in accounting, finance, economics, or related field
Considerable tact, diplomacy, and relationship management skills

130

Firmwide Market Risk-market Risk Basel Group Resume Examples & Samples

Supports the effort to further develop and refine the tactical calculation and reporting capabilities for FRTB market risk capital
Execute market risk capital calculations for proposed FRTB rules across all in-scope desks & products and select legal entities within the Firm
Provide explanation of market risk capital movements with supporting commentary around position and market moves, trading strategy changes and FRTB rule or implementation changes
Partner across teams to on-board new products & desks onto the FRTB capital reporting process
Provide central analytical support to the MRBG LOB Leads and FRTB Program Management on the implementation of Fundamental Review of the Trading Book
Daily management of processes to ensure functions are performed accurately and within required timeframes
Strong Python and VBA skills
Experience in Market Risk, Regulatory Capital, Valuation, Finance Product Control or related function
Knowledge of P&L Explain and VaR and how to use and interpret sensitivity data
Ability to multi-task and balance multiple priorities, work under pressure and manage tight deadlines
Self motivated, demonstrate initiative, innovation, and solid problem solving skills. Confidence to drive issues through to completion often working to tight deadlines
Bachelor’s degree, Masters and/or CFA designation a plus

131

Assistant VP-market Risk Resume Examples & Samples

The provision of an independent view of the principal market risks taken by traders, desk and business units. To fulfill this function, market risk capturing and reporting are responsible for accurate and timely delivery of risk capturing and reporting to market risk managers and the business of VaR, stress and sensitivity/position reporting
Risk has a responsibility to ensure that the DVaR model employed for capital adequacy requirements is appropriate and that the universe of products traded are incorporated in an accurate and sufficient manner. The DvaR model is the core part of the internal model for market risk
Review, appraisal and approval of market related pricing models. This together with the risk manager’s risk view determines the limitations for each transaction type
Perform daily market risk production processes to ensure timely and accurate market risk capture and risk reporting together with explanations of noteworthy moves/differences, working closely with the CRIS and R&A IT Run-the-Bank (RTB) teams
Analyse variances using a combination of data from native risk systems and underlying trade data to explain underlying changes in market risk exposures
Make recommendations, supported by a clear rationale
Respond to ad-hoc requests relating to market risk management, including risk capture and risk reporting
Build out and enhance market risk capture & risk reporting to ensure reporting remains responsive to business and/or market changes, interacting with associated strategic IT and regulatory work streams, where necessary
Proactively participate in infrastructure upgrades/development and ensure we improve infrastructure and fully understand and explain the impact of such changes
Constantly investigate enhancements of risk practices, processes and controls
Take the initiative to improve market risk capture and reporting platforms with the respective CRIS and R&A IT project teams
Play a leading role in the development and implementation of a strategic, robust and streamlined market risk reporting framework, working closely with the Market Risk Managers and their respective R&A IT Project teams
AVP role is required to work independently and take a pro-active role in undertaking risk analysis. It requires superb analytical skills and good product knowledge on Traded Credit and Macro. Such analysis is sometimes required to be undertaken at short notice in response to market events
Managing the day-to-day functioning of the team ensuring optimal utilization of resources at hand
The requirement is that the AVP role would be able to undertake his / her tasks with minimal supervision: identifying and aggregating all significant market risks & performs quantitative and qualitative analysis, both on a daily basis as well as on ad hoc basis
BSc degree in engineering/technology/numerate/quantitative subject
Experience of working against tight short-term deadlines in a dynamic, pressurised environment
Use of EUC tools to run reporting and analysis tools
User understanding of and some programming experience across VBA, SQL or other relevant programming languages
Strong interpersonal, project management and co-ordination skills given that role involves interactive collaboration with Market Risk Managers, CRIS, R&A IT and other project teams from a remote location
Ability to work effectively as a member of a global team from a remote location, being highly responsive to needs that may arise on an ad-hoc basis without compromising delivery of daily responsibilities

132

Director, Market Risk Resume Examples & Samples

Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls
Review, validate, and develop derivative pricing, Value-at-Risk, econometric, and dynamic financial analysis models
Eight years of relevant experience, including advisory services or project management, and familiarity with principles of stochastic calculus such as Itō’s Lemma, and Lévy processes
Experience with Basel III/Liquidity Management, Capital Management, or Recovery Resolution Planning

133

Manager / Director, Market Risk Resume Examples & Samples

Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operations
Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modeling
Lead staff in advisory engagements and audit assist assignments
Liaise with other KMPG service groups and work within teams to help ensure efficiency and deliver quality services
Advanced degree in Quantitative Finance, Engineering, Mathematics, or Statistics from an accredited college/university

134

Head of Ficc Market Risk-executive Director Resume Examples & Samples

Provide independent oversight and control of FICC market risks
Participate in the formal new product approval process and provide formal approval / veto to the desk or approval / veto recommendation to senior management when required
Drive the delivery of strategic risk projects as required/impacting MRD
Adapt and expand the role as the business evolves
Communicate key risks to senior management on a regular basis, including creation of presentations articulating key risks and portfolio changes. Escalate emerging or developing risks as necessary
Implementation of the governance and controls policy for MRD including assisting in the development of new controls where appropriate
Strong knowledge of financial products is essential, including an understanding of risk representations (including greeks) and a solid understanding of risk management concepts such as VaR, stress testing, scenario analysis, and capital is required. Experience in Fixed Income is essential
An excellent academic background or strong analytical background. Additional qualifications, such as an FRM, would also be looked upon favourably
The risk analysis produced by the department is used to brief senior management and needs to be both timely and accurate. It is therefore essential that candidates are able to demonstrate diligence as well as strong quantitative and investigative skills
Attention to detail, project management and prioritization skills will also be key in balancing daily deadlines with timely implementation of strategic projects
Experienced in managing a team, ensuring their professional development and continuous improvement in line with the Firm’s and/or Regulators expectations
Proactive with the ability to motivate and lead a team

135

Developer, Market Risk Resume Examples & Samples

Improve Customer Satisfaction by understanding customer requirements and working to meet / exceed them
Identify process improvement opportunities
Adhere to established ANZ policy and procedures and display an understanding of project and program practices and governance
Alignment and adherence with ANZ values, governance policies, processes and standards
You have a strong risk management platform experience from both a business and technology development perspective
You have the ability to manage demanding stakeholders and critical business issues
You have proven analytical/problem solving skills to break down complex business problems into simpler components
You have an experience with release builds and be able to troubleshoot with release build scripts

136

Head of Market Risk Projects Resume Examples & Samples

A combination of direct project management responsibilities together with management of a team of project managers responsible for Market Risk projects
EMEA lead for the FRTB Programme
Partnership with senior stakeholders including the Head of Market Risk to define the portfolio of initiatives
Senior stakeholder management including escalating and resolving issues as necessary
Allocating and scheduling work across the team
Appraisals and recruitment
Strong background in market risk projects
Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
Expert in project management discipline and techniques
Strong analytical capability with close attention to detail
Ability to work with diverse stakeholders including Front Office and Technology at all levels of seniority
PRINCE2 Practitioner would be ideal
Market Risk background either in desk coverage, reporting or analysis role
Knowledge of traded products within at least one asset class
Good understanding of key risk concepts (e.g. traded products, VaR, stress testing, risk/limit management etc.)

137

Head of Market Risk Resume Examples & Samples

Bachelor’s degree (NQF Level 6) in Statistics, Mathematics, Risk Management or Accounting
More than 4 years’ experience in Market Risk, Treasury, Front Office, Middle Office, Finance or Product Control in a financial institution, financial regulatory or consulting companies
Experience in being able to produce high quality work under pressure, prioritise work and meet deadlines
High level of analytical skill
Post graduate qualification (NQF7) in Statistics, Mathematics, Risk Management or
Accounting
MBA qualification
Working knowledge of the banking environment, local and global markets
Excellent interpersonal communication skills (verbal and written communication)
Good understanding of the regulatory and control environment

138

Market Risk-test Business Manager Resume Examples & Samples

Work closely with IT to co-ordinate QA and UAT testing and signoff on the Business Side
Manage Market Risk testing projects successfully by ensuring scope, timelines, and quality control requirements are met as well as any firm impacts have been thoroughly analyzed and understood prior to sign-off
Manage the testing pipeline, and communicate testing status
Will be responsible for working with stakeholders to create test plans and continuously manage user expectations about said plans
Escalation of issues to senior management
Update and report status on a portfolio of projects utilizing Jira as the primary tracking tool
Create project metrics, dashboards, and reports to summarize status with regard to the
Market Risk Project portfolio for various senior management committees
Assemble and guide project working groups
Work with key stakeholders from various Market Risk Teams and cross functional teams
Act as the liaison and primary communication channel between Risk business teams and IT, reporting status on; prioritization and project sequencing, requirements gathering, issue resolution, and overall project execution
Manage change control and best practices within project management
Provide pre and post implementation support, including user education
Participate in IT sprint planning sessions to facilitate prioritization of backlog items
Ability to manage multiple projects concurrently
Strong oral and written presentation skills including graphic illustrations
Excellent interpersonal and communication skills in English
Capable of communicating clearly and concisely to various levels of audiences and to both business and IT in a multicultural environment
A self-starter, proactive individual that can face multiple ad-hoc challenges in a quick paced working environment
Proficiency with Excel and PowerPoint
Experience with Jira
Exposure to Agile / Sprint project management methodology
Market Risk background and stress testing knowledge is desirable

139

Head of Market Risk Management Resume Examples & Samples

Employ inspiring leadership qualities that result in motivated teams
Design and build a separate review and oversight framework capable of providing an informed view on Brighthouse Financial’s market risk exposures and assessments
Influence the development of market risk hedging strategies, working in a team environment with other leaders responsible for the strategy, and provide effective monitoring and oversight in support of the Balance Sheet and Financial Risk Committee
Actively participate in ALM Working Groups to identify, monitor, and provide a risk management perspective on issues and strategies, working closely with partners in Investments, Finance, Treasury, Actuarial and the business. Review recommended changes and enhancements to portfolio investment guidelines
Develop analytics and reporting of market risk exposures, either directly or indirectly with the support of other functions
Participate in the development and production of economic assumptions used for enterprise stress testing (GAAP, statutory, economic) in support of the Balance Sheet and Financial Risk Committee. Oversee the compilation of a database of global capital stress testing assumptions, as well as review of assumptions for reasonability within the context of the stress testing scenario
Oversee both legal and economic hedge effectiveness testing
Effectively communicate and accurately represent the enterprise market risk profile with all stakeholders, including regulators and rating agencies
Oversee ad hoc modeling and analysis for various projects, working groups and committees related to market risk, including the impact of our derivatives book
Lead a team of market risk analysts
Excellent analytic skills with an advanced degree in math, finance, statistics, or engineering preferred; FSA preferred; Ph.D., CPA, or CFA a plus
10+ years hands-on risk management, asset-liability management, trading, and/or portfolio management experience, including experience in a leadership role
Ability and desire to provide creative solutions to complex problems
Deep understanding of derivative instruments and related valuation and uses
Good understanding of insurance and annuity product guarantees and capital markets products
Excellent project management, oral and written communication skills, and ability to operate effectively in a matrix environment
Extensive experience modeling assets and liabilities; experience with statistical and econometric modeling; experience with liquidity risk

140

Director, Trade Floor Market Risk Resume Examples & Samples

Extensive practical trading and/or risk management experience for equity derivatives, Commodity derivatives and FX derivatives and the issues surrounding their pricing and risk management
Familiarity with methodologies for quantifying and analyzing market risks, and of relevant systems/programming issues related to market risk system deployment. You have strong EXCEL and database skills (e.g. VBA, SQL, Access, Bloomberg API)
Understanding of key finance/investment management concepts as well as strong skills in analytical research, problem-solving and pricing/statistical modelling
A graduate degree in finance, management science, operations research, mathematics, or a related discipline. A CFA/FRM/PRM designation is an asset, as is some knowledge of accounting principles
Ability to effectively communicate technical, analytical or conceptual information with traders, management, peers and developers
Ability to lead multiple projects of varying complexity
Excellent social, negotiation and mediation skills
A strong risk/reward awareness, as well as integrity and credibility

141

Manager, Market Risk Measurement Resume Examples & Samples

Knowledge of financial products and pricing
C++ programming and experience with Python (especially numpy, pandas and IPython notebook) would be an asset
Experience in market risk or risk management would be an asset
Ability to make progress on multiple projects concurrently

142

Market Risk, Fixed Income, Executive Director Resume Examples & Samples

Working closely with front office on deal approvals, risk analysis, and limit setting. Provide risk transparency and effectively challenging the business where appropriate
Conduct various risks analyses, create presentation for senior management and present to senior management/front office.*LI-SC2
At least 8 years of experience covering market risk management in a senior capacity within a leading global financial institution
In-depth knowledge of fixed income products with preference for candidates with broader experience
Proactive with the ability to work as both part of a close-knit team as well as independently
It is essential that the candidate can perform the role effectively and efficiently due to daily deadlines and sensitivity of the numbers produced

143

Head of Market Risk Metrics Resume Examples & Samples

Lead the team to develop, test and implement scenario generation models for BHC/FRB 9Q macro variable paths, based on industry practices
Lead the team to develop and enhance the supporting modeling documentation
Define the proper communication channels and control processes to address the 9Q variable requests from various Firm stakeholders
Develop and present materials during the CCAR process for management review, challenge sessions, governance forums related to Scenario Analytics
Provide guidance and requirements to the high-priority infrastructure projects supporting scenario design and stress loss estimation
10+ years of experience in finance, quantitative analysis and risk management, preferably at financial institution, audit firm, or regulator performing a similar function
Ph.D. in quantitative economics, econometrics or related field
Advanced knowledge of statistical modeling concepts and packages
Strong programming skills including SQL, R
Thorough understanding and knowledge with CCAR and capital adequacy process
Strong cross-asset product knowledge and familiarity with financial markets
Ability to design and build effective presentations to communicate analytical findings to a wide array of audiences

144

Non-traded Market Risk Resume Examples & Samples

Supporting the Identification, measurement and management of Interest rate risk in the Banking Book (IRRBB), FX risk and other market risks within BUK and BI
Reviewing new products in BUK and BI from a market risk perspective and will need to work closely with Business, Finance and Treasury to ensure that the market risks are hedged/managed appropriately
Support the review and challenge of Product and Structural hedging strategies proposed by Treasury
Support the review and challenge of the behavioural assumptions used for hedging market risks within BUK and BI
Ensuring compliance with Group Market Risk policies and standards in compliance with the Group ERMF
Support the developing and documentation of models related to NTMR measurement/quantification
Producing regular and adhoc MI/analysis related to IRRBB, FX and other market risks
Support the production of regulatory MI related to IRRBB, FX and other market risks
Support the development of ALM risk management models (QRM) including further developments required to comply with new regulation (Basel standards such as BCBS 239 and d368, EBA, PRA guidelines)
Previous Non Traded Market (or other) Risk experience
Knowledge of the Retail Banking products
Understanding and ability to interpret individual risk measurements
Understanding of governance and control frameworks; and
General knowledge of VaR, EaR, EVE and other market risk management tools and practices

145

CIB Mrqr-fx Market Risk Quant VP Resume Examples & Samples

Design and develop core risk analytics library for VaR models related to FX products
Develop VaR methodologies for new or changed VaR models related to FX business
Document risk impact of new methodology, and identify methodology limitations
Perform implementation testing, obtain governance approvals

146

Market Risk Dir ALM, San Resume Examples & Samples

Lead a team of 2 managers and 5 analysts that measures, models, analyzes and interprets changes to the Santander US operations structural interest rate risk profile as well as liquidity risk positions
It also controls exposures against policies and limits using the Santander US ALM models
Reports exposures to business units Market Risk Directors and Santander US governance: ALCO, ERM, ERC and Advisory Board and liaises with Federal Reserve Bank examiners, internal and external auditors and credit agencies
Responsible for developing ALM, Liquidity supporting tools, approving new products and underlyings and submitting models to the Models committee for approval
Confirms that these risks fall within the risk tolerance established by the Board.,Coordinates with Santander US business units the Liquidity Stress Testing and Contingent Funding Process and reports results to Santander US ALCO, ERC, EMC and Advisory Board
Promote and develop Group market risk management procedures and tools, as well as for the self-assessment of minimum capital requirements to cover market risk,the different risk management areas, and external entities of the market risks to which Santander USA Group at consolidated level is exposed
Confirms that these risks fall within the risk tolerance established by the Advisory Board.,valuation of financial instruments and funds transfer pricing. Supervise the comparative analysis of IRR metrics and management P&L. Owns Funds Transfer Pricing Methodology
Analyze the proposed Santander US Risk Appetite Statement metrics and IRR/Liquidity risk limits, ensure consistency and coherency with Strategic and Capital Planning and support the Market Risk Director when presenting to senior Committees
Liaise with Federal Regulators, Internal and External Audit, Market Risk Global and US based units departments for all matters related to Balance Sheet Management,Owns Interest Rate and Liquidity Risk models and regularly back-tests them at the business unit level
Provides feed-back in the definition and approval of models for the measurement of structural risks (IRR & Liquidity)
Participate in defining the strategic systems map for market risk
Lead, coordinate and validate all interest rate, liquidity and funds transfer pricing projects
Ensures ALM tools configurations are consistent with models approvals and performs tests
Participates in the risk identification and risk assessment process for Interest Rate and Liquidity Risks
Support the Santander US Chief Market Risk Officer in proposing, implementing, applying, and monitoring compliance with policies, procedures and any other applicable regulations
Understand, analyse, control and continually monitor the situation of and trends in the liquidity of all Santander US Groups units and the possible effects thereof, proposing measures to be implemented
Identify, measure, control and analyse the Liquidity Risk in excess of the limits approved by ERC, EMC and Advisory Board, notifying the risk-taking areas of the excess and proposing, where appropriate, actions to adjust this risk
Identify, measure, control, analyze, and manage Interest Rate Risks, confirming that these risks fall within the risk tolerance established by the Board, and inform senior management
Strong quantitative (stochastic modeling) and statistical skills, financial accounting, etc
Between 15 - 20 years
Advanced knowledge of Asset Liability models such as QRM, Bancware, Sendero, OFSA. SAS
Advanced knowledge of Treasury and Capital Markets internal controls
Advanced knowledge of valuation, forecasting and simulation
Strong quantitative Skills

147

Senior Market Risk Modeling Quant Resume Examples & Samples

The Senior Market Risk Modeling Quant (SMRMQ), as part of the market risk methodology team, is responsible for market risk modeling for SHUSA and its affiliates
The SMRMQ will: Support the regulatory capital and market risk requirements
Apply advanced statistical techniques to loan-level or transaction-level market risk data sourced both internally and externally
Act as an expert resource in the fields of risk quantification and modeling
Assist in the design, testing, validation, and sign off of regulatory compliant market risk models before they are used to produce market risk metrics and analysis
Periodically monitor, calibrate and, if necessary, modify or replace existing market risk models
Document models to include descriptions of:o Raw input data and its processing Models and their underlying assumption
Analysis of the expected impact on key risk metrics
Implementation procedure in the corresponding production systemso
Outputs and the corresponding effects on final reports Additional tools
User guides and training plans
Ensure that all required deliverables are produced to a high standard and meet U.S. regulatory expectations and other standards, as applicable
Liaise with internal audit and regulators
Collaborate with market risk methodology team members
Guide and train users on the implementation of new or enhanced models Periodically review the production setup of the Market Risk department, modeling documentation and support, the inputs and the back testing of the different models; run independent back testing and benchmarking of the relevant models
Provide guidance and training on the implementation and use of and solve modeling issues.,Test and implement market risk models in different environments using different tools (QRM and other tools)
Deliver models and all the corresponding artifacts (calculators, back testing tools, calibrators, databases, etc.) to the corresponding user.,
Design, develop, support and justify customized, optimized models to deal with the balance sheet and off-balance sheet needs from a market risk perspective, including yield curves, short term rates, embedded optionality (prepayments for asset and runo
Document market risk models, including a description of the raw input data and its processing, the description, derivation and assumptions of the model; the analysis of the expected impact on the main metrics to be affected; and outputs and the corres
Periodically review the production setup of the Market Risk department, modeling documentation and support, the inputs and the back testing of the different models; run independent back testing and benchmarking of the relevant models
Collaborate on the maintenance and enhancement of the Market Risk Methodology historical databases, testing databases, models inventory, and policies and procedures
Procure, gather, clean, and analyze large time series of position, market, market and behavioral data
Provide guidance and training on the implementation and use and solve modeling issues with the model implemented in production environment, with assumptions and with the use of the new or modified model during two production cycles
Extensive experience with the Quantitative Risk Management (QRM) software application (minimum:3 years)
PhD/MSc in Economics, Physics, Mathematics, Engineering or other quantitative discipline; or extensive experience in quantitative finance
At least 5 years
Ability to explain complicated market risk and risk modeling issues, influence peers, and interact effectively with management
Ability to liaise effectively with Federal Regulators, internal and external auditors, and consultants
Ability to work collaboratively as part of high-performance team
Capability to guide and train the users on the implementation and use of the new or enhanced models
Excellent written and verbal communication skills with a focus on detailed and clear technical writing and documentation
Good understanding of commercial and retail banking environment
Problem-solving skills with a track record of collaborating with peers to implement solutions
Solid understanding of the theoretical framework, including the principles and methods of valuation, interest rate risk and liquidity risk models and embedded and implicit optionality on the balance sheet and off-balance sheet (prepayments for loans
Strong skills in developing, documenting, and supporting sophisticated risk models and methodologies
Strong skills in utilizing spreadsheets, performing data mining exercises and developing solutions to data quality challenges

148

Market Risk Stageur Resume Examples & Samples

Assist in ensuring that all data related to the interest rate risk sensitive positions are properly reflected in the local analytical database built for the local Market Risk models. Ensures that the aforementioned databases are periodically checked and updated
Supports the local Market Risk department in monitoring, measuring, reporting and highlighting risks and limits of the domestic Bank as well as the local Bank Treasury
Helps preparing the reporting material for the relevant meeting in which the Market Risk department is involved in (most notably the local ALCO meeting)
Holds a degree in Commerce/Business (preferably with majors in banking/finance) or Mathematics/Statistics
Proficiency in Microsoft Office applications; knowledge of programming language such as VBA, SQL and SAS will be highly regarded. Bloomberg, Yield Book, Polypaths, QRM, BancWare or other analytical models a plus
Ability to deliver results with little supervision. Must possess an energetic, self-motivated work ethic
Good time management skills and ability to perform under pressure
Good interpersonal and communication skills to interact with peers and willingness and desire to work in a dynamic, fast-paced environment a must
High ethical standards, honesty, integrity

149

Market Risk-apps Dev Senior Group Manager Resume Examples & Samples

Analytics
Bachelor's Degree in Computer Science, Electrical Engineering or quantitative field such as Math, Statistics required. Advanced Degree strongly preferred
12+ years of hands-on software development work experience , preferably in C++
Strong understanding of market risk functions and management, risk measures including VaR, Stressed VaR, ES, model validation, backtesting, P&L attribution etc
Relevant experience building high throughput VaR and/or pricing engines, Focus on high-performance computing, distributed architecture, framework development, C++ design and development skills with thorough understanding of STL, design patterns, multi-threading and software development paradigms in Windows and Unix environment, Conversant with build, deployment and debugging processes, Proven analytical and problem solving skill

150

Market Risk Policy Review Team Lead Resume Examples & Samples

You will work closely with the Head of Market Risk Policy Review on creating and leading a new team in Warsaw
You will publish various policy documents – including policies, procedures, manuals and guidelines – in a timely fashion which are accurate and complete
You will conduct various meetings with senior management
You will work independently and provide creative solutions to solve management inquiries or to improve our current policy framework, yet be able to follow directions closely
You will be need to be a self-starter and be able to contribute to the start of policy awareness and training function which our team is striving towards

151

Firmwide Risk-mrqr-fx Market Risk Quant VP Resume Examples & Samples

Maintain a comprehensive inventory of risks not in VaR, portfolios not VaR
Participate in new risk system migration as a developer
Perform ongoing monitoring of VaR models, including identification of significant portfolio or market changes requiring model improvement
Understand the key risk drivers for VaR and communicate potential risks for risk management purposes
Strong FX market and product knowledge preferred
PhD or Master’s degree in math, statistics, physics, financial engineering, computer science or other quantitative fields

152

Market Risk Modeling Quant Resume Examples & Samples

The market risk methodology team, within the Risk Management unit, is responsible for market risk modeling
Every new market risk model has to be properly designed, tested, validated and approved before it can be used to produce market risk metrics and analysis, and every existing model being used has to be periodically monitored, calibrated and if necessary, modified or replaced, once it has been properly validated and approved
Accordingly, as a team member the Market Risk Modeling Quant should be able to perform any of the following activities: Apply data mining, analyze large databases, perform specified modeling tasks, create specified modeling codes, document data mining, procedures and models and work with market risk users and other team members on modeling related issues
Applicants should have a solid understanding of the theoretical framework, including the principles and methods of valuation, interest rate risk and liquidity risk models and embedded and implicit optionality on the balance sheet and off-balance sheet (prepayments for loans, undefined maturity for deposits and callable features) and market risk metrics (market value sensitivity, net interest income sensitivity, down-side metrics)
The quantitative nature of the position also requires creativity in model construction, proficiency in programming (VBA, SQL, C++), and familiarity working with position, behavioral and market data. In summary, this is an exciting opportunity for a quantitative oriented, creative and hands-on individual
As part of the team you will be responsible for supporting the development, testing, documentation, delivery, sign-off and post-implementation support for advanced, regulatory-compliant market risk models
This position is in contact with internal stakeholders, so the applicant has to demonstrate superb communication skills and the ability to write clear, concise prose dealing with highly technical subjects
Support internal projects: Support and collaborate on internal projects, regulatory meetings and examinations and internal audits and validations.,Training: Attend trainings and courses as requested
Documentation and periodical maintenance: Collaborate on the maintenance, update and enhancement of the Market Risk Methodology historical databases, testing databases, models inventory and policies and procedures.,
Model delivery and support: Collaborate on the delivery of the model and all the related artifacts (calculators, back testing tools, calibrators, databases, etc.) to the corresponding user, provide guidance and training on the implementation and use and,Support model documentation: Collaborate on documenting market risk models, including a detailed description of the raw input data and its processing; the description, derivation and assumptions of the model; the analysis of the expected impact on the ma,Support model testing and implementation: Collaborate on testing and implementing market risk models in different environments and using different tools (QRM and other tools).,
Data mining: Gathering, cleaning, analyzing and handling large series of position, market and behavioral data
Support model development: Support the design, development and justification of customized, optimized models to deal with the balance sheet and off-balance sheet needs from a market risk perspective, including yield curves, short term rate
Advncd Mstr Dgr in Econ, Physcs, Math, Engin or othr rltd Flds; or extensive experience in quant finance
Desirable PhD in Econ, Math, Physics or Engin
At least 4 years
Can-do and creative attitude
Excellent written and verbal communication skills with a focus on detailed and clear technical writing
Proactive mindset Ability to go out and find both external and internal market and behavioral data.,Skilled in data mining
Skilled in programming with VBA and SQL.,Strong skills in developing and supporting sophisticated risk models and methodologies
Strong skills on writing technical documentation
Strong time management skills.,Team player, prepared to work under pressure close to deadlines
Visual Basic (VBA), SQL and C++. SAS is a plus. Ability to locate, download and analyze market data. Bloomberg is highly desirable

153

VP-market Risk Frtb & PAA Resume Examples & Samples

Participate in the major corporate initiative of the Fundamental Review of Trading Book. This effort extends our Value at Risk system with capabilities from advanced high order risk to the use of full evaluation analytics on top of existing corporate-wide trade coverage
Architect, Design and develop distributed quantitative analytics software and risk simulation models for Credit, Market and Wholesale Risk
Introduce advanced technologies to the teams as needed
Provide end-to-end model validation and application platform integration testing
Implement new regulatory analytics requirements
Provide support to Risk Analytics for analyzing numerical problems
Maintain up-to-date understanding of the project and communicate, at a variety of levels, the activities, risks, issues, assumptions, dependencies of the project
Manage multiple tasks effectively and independently to meet deadlines
Advanced degree in Computer Science, Electrical Engineering or quantitative field such as Math, Statistics
12+ years of hands-on software development experience – preferably in Java and/or C++
Focus on high-performance computing, distributed architecture, framework development
Relevant experience building high throughput VaR and/or pricing engines
Conversant with build, deployment and debugging processes
Must be able to communicate and interact effectively with clients, project manager and IT stakeholders
Experience working on a variety of technologies
Experience with Java Server Side programming and Databases a plus
Must be well organized and able to meet stakeholder delivery commitments
Strong verbal and written English required

154

Market Risk System Developer Resume Examples & Samples

Maintaining & developing the IM Risk Platform based on MSCI BarraOne calculations
Provide market risk figures Asset Liability Management, Risk-based Capital, Swiss Solvency Test, and Solvency II requirements
Implementing new functionalities in the pre- and post-processing applications, i.e. loaders, shock, scenario and simulation definitions
Operating Market Risk System; calculating and simulating the risk figures including technical quality control of all inputs and results
Coordinate with external system and data providers and Zurich internal stakeholders
University degree in areas of Computer Science, Engineering, Economics or Business Administration to Bachelor level, Masters is preferred
3+ years of hands-on experience in all stages of the software development life-cycle, i.e. design, implementation, testing, delivery and maintenance
Fluent in Java, SQL Server; additional knowledge of Apache Spark is an advantage
Good understanding of financial instruments and their risk characteristics
Strong verbal and written communication skills in English

155

AVP Ccar Market Risk Production Resume Examples & Samples

Experience with SQL and knowledge of relational databases
Willingness to take ownership and pro-actively drive initiatives forward to successful completion
A flexible approach to work, including the ability to handle multiple tasks effectively
Excellent team player with willingness to share knowledge and experiences across the team and work in partnership with others
The confidence to be honest and open when dealing with senior managers and, if necessary, to challenge decisions in the appropriate manner

156

CIB Risk-frtb Market Risk Quant Resume Examples & Samples

Take part in the implementation of the platform for the Market Risk & Regulatory Capital
Carry out research projects to refine methodologies and improve Market Risk and regulatory capital framework. Implement, test, and document new methodologies
Provide a quantitative support to the users (Market Risk Basel Group, trading, market risks coverage teams)
Take part in the methodology and documentation of the simulation, product and portfolio layers in compliance with FRTB IMA
Python or C/C++ programming experience
Trading or trading desk quantitative support, model validation (SR11-07), or model design experience

157

Market Risk Oversight Mgr Resume Examples & Samples

Identify gaps in coverage or performance
Recommend necessary improvements
Coordinate with Market Risk Analytics to prioritize and implement needed changes
Assist in the development of the agenda and other relevant items for meetings of the Company’s risk committees
Work cooperatively with the other risk functions and the commercial business units to identify emerging risks
Prepare high level summaries of market risk information for the risk committees and senior management
Propose modifications to the Company’s Market Risk Policy when needed
Manage the daily activities of the Company’s commercial compliance program
Monitor business unit activities for compliance with internal and external rules and guidelines. Coordinate with Legal, Regulatory and functional areas, as necessary
Keep abreast of legal and regulatory developments and recommend required changes in the Company’s compliance activities
Ensure the recording and reporting of the Company's transactions meet the requirements of Dodd-Frank

158

VP Market Risk Management Resume Examples & Samples

Bachelor’s degree, preferred advanced degree in quantitative field such as statistics, economics, quantitative finance, engineering or mathematics
3-5 years of relevant work experience
Direct residential mortgage experience
Thorough knowledge of prepay analysis, US rates and volatilities
Ability to show initiative and problem solving around database and systems issues
Basic programming skills and ability to work with and motivate programmers

159

Market Risk Capital, VP Resume Examples & Samples

Strong academic background, including an advanced degree or equivalent in a quantitative discipline
Attentive to details particularly within a project setting
Strong verbal and written communication skills and ability to develop good working relationships and work across jurisdictions
Proficiency in Excel and SQL; working knowledge of R, Python and VBA modelling is advantageous

160

Market Risk VP Lead for International Wealth Management Division Resume Examples & Samples

Oversight of daily risk analysis and sign off for the fixed income and equities desk
Oversight of overall portfolio risk reporting and limit monitoring
Lead the Stress Testing scenarios sign off in collaboration with cluster managers
Manage and grow the current team of 4-5 analysts
Ensure compliance with regional and global governance framework
In-depth understanding of linear and non-linear products of at least one asset class (EQ, Int Rates, FX, Commodities or Credit) like Futures, Options, Asians, Barriers etc
Deep understanding of Option Greeks and their underlying dynamics
Strong experience in stress testing - regulatory or internal
Working knowledge of MS Excel, VBA coding, Relational Database concepts
Excellent verbal and written communication skills as the role involves working together with different teams and managing senior stakeholders

161

Chapter Lead Market Risk Mortgages Resume Examples & Samples

Ensure state of the art ALM replication and reporting process and analytics tooling
Transfer of interest rate- and liquidity risk embedded in DB NL products from the business to Bank Treasury
Liaison to Financial Risk, Asset and Liability Committee and CRO staff with regard to mortgages of DB NL
Improve hedging- and cost pricing models (prepayment risk, offer risk, liquidity spread risk, client behaviour risk, economic capital)
Provide Net Interest Income estimates and NII sensitivity estimates to Senior management and as input for MTP of different volume-, margin-, interest rate- and prepayment behaviour scenario’s
Assess market risk new product characteristics and retail processes and advise on commercial pricing of DB NL products

162

Portfolio Market Risk Resume Examples & Samples

BSc Degree or equivalent, preferably higher, in a numerate subject. Post graduate qualifications within a relevant field (e.g. FRM, PRM, CFA) would be an added advantage
Strong analytical skills with great attention to detail as well as a solid controls mindset
Solid technical writing and communication skills and ability to articulate complex market risk concepts to non risk-expert audiences
Proven experience within a Market Risk department of a top tier investment bank / hedge fund / asset manager
Strong product knowledge and market risk management experience, preferably within the Fixed Income space. In particular of complex financial derivatives covering business motivations, valuation, risk and hedging
Proven experience managing and developing teams with complex line/stakeholder/functional reporting structures

163

Market Risk, EMD / VP Resume Examples & Samples

Perform risk analysis and liaise with trading desks to understand the risk profile of our positions
Review the Division?s trading activity and compliance with thresholds and limits
Ensure transparency of risks to traders and senior management by summarizing and reporting risks
Lead implementation of various risk related regulatory initiatives
Monitor market and economic activity to identify new risks and potential business implications
7-10 years? experience in a trading / control environment
Experience in leading a team of professionals
Broad knowledge of financial markets and the drivers of market moves
Enthusiasm and genuine interest in financial markets
Detailed knowledge of a variety of asset classes across FICC and Equities preferred
Confident interpersonal skills due to the high level of senior management liaison
Excellent communication skills; able to communicate concisely and accurately

164

Market Risk Programme Manager Resume Examples & Samples

Skills to develop delivery roadmaps that incorporate technical change and operating model enhancements
Ability to convert business strategy into projects that deliver measurable operational outcomes
Ability to build portfolios of projects that in totality are logically structured to deliver major transformation
Demonstrable experience in building sustained relationships with senior global market risk leadership teams
Demonstrable experience in building sustained relationships with senior IT leadership as well as application and delivery leads
Delivery of high priority and measurable business benefits as part of transformation initiatives ensuring that the operational benefits are achievable to an acceptable quality in the context of IT enablement
A proven track record in leading large global teams delivering large and complex end-to-end business and IT enabled transformation on at least two $10m+ programmes
Clear but authoritative communicator who is able to simplify complexity and ensure Market Risk can absorb and exploit the benefits of the change programme�s transformation initiatives
Positive and resilient attitude that can demonstrate passionate enthusiasm for business transformation to your team and to business and IT stakeholders
Leading your programme from the front, building extensive relationships across the organisation, making first and lasting impressions with gravitas and confidence
Recent experience in delivering model risk, risk control, risk data remediation, or risk regulatory programmes relevant to Market Risk in an Investment Banking environment

165

Market Risk Mgmt Dir Resume Examples & Samples

Develop, implement, communicate, and maintain a holistic counterparty credit risk management framework to identify, monitor, mitigate, and report high risk and aggregate counterparty credit risk exposures
Collaborate with second line to seek approval of risk exposure models and methodologies
Manage a team of high performing individuals
Develop criteria and tools including Key Performance Indicators and Key Risk Indicators to support early identification of changes in portfolio risk composition and profile
Review and assess the business division counterparty credit risk policies, standards and procedures
Review criteria for counterparty minimum eligibility requirements
Annually assess Board Risk Limits and work with second line recommend revisions to the Board as necessary
Bachelor's degree in business, finance or related field or comparable work experience
10-12 years related work experience
Familiarity with regulatory framework including prudential standards and FHFA advisory bulletins
Strong understanding of mortgage and capital markets products and structures
Strong leadership skills including the ability to support development and communication of the strategic vision and operating plan to achieve the vision
Strong financial analysis skills and experience
Note - the hired candidate may work out of our McLean, VA or New York City, NY office
Graduate degree or advanced studies
Thought leadership in a highly dynamic and evolving environment in support of business objectives while ensuring a balance with the risk appetite of the enterprise
A background in financial analysis and/or auditing would be desirable
Strong interpersonal skills including the ability to diplomatically but firmly deliver positive or negative messages

166

Senior Market Risk Modeller MRM Resume Examples & Samples

Project and stakeholder management
Planning and co-ordination of international activities
Coaching of junior team members
Can-do mentality
A dedicated team player

167

Market Risk Mgmt Senior Resume Examples & Samples

Independently assess the reliability of fair value processes, models, and results, including methodologies, execution, verification and validation to ensure reliability of financial disclosures, daily market risk metrics, performance attribution, and economic capital estimates
Partner with valuation methodology owners in the relevant business areas as well as Finance and Risk Management team members to ensure that all risk factors relating to fair values are understood and mitigated where necessary
Provide innovative, thorough, and practical solutions to valuation related issues as they arise with limited and targeted direction and escalate appropriately
Document validation results and other analytical output and communicate results to key stakeholders
Bachelor's degree in Accounting, Finance or a related field, or equivalent work experience
Must have strong analytical and quantitative skills
Proficient in Excel, SQL, and VBA
Proficient in SAS programming in a Unix environment
Working knowledge of techniques for valuing hard-to-price fixed income instruments

168

Market Risk Anaylst Resume Examples & Samples

Support the group in providing a framework of limits/thresholds for the capital markets activities according to the risk appetite for the US operations
Prepare risk reports for US senior management and external regulators
Monitoring exposures and activity of trading desks based on data produced and certified by other department
Help to improve measures and methodologies to assess the market risk while combining market and counterparty expertise, including stress testing and other cross risk topics
Strong quantitative orientation and analytical skills
Highly motivated and fast learning individual
Knowledge of market instruments, risk analysis and methodologies / valuation models of financial products
Project management skills, and overall strong interaction with key stakeholders of the regulatory initiative
Deliver as a team player in a fast-paced environment
Strong Knowledge of Excel, Power Point, and other MS office applications
Strong Knowledge of risk regulatory requirements and concepts
Proficiency in VBA
Bachelor degree with a major in Finance, Mathematics or similar field. MS/MBA as an advanced degree a plus
2-5 years of experience in a similar role

169

Market Risk Basel Group Resume Examples & Samples

Help implement and oversee the LOB-specific end-to-end controls including interviewing various control functions to document current process flows and comparing against governing principals
Stay abreast of changes in the LOB-specific Basel 2.5 implementation and ensure their compliance with rule requirements. Preparing analysis and reports related to such changes
Develop expertise on LOB-specific Basel 2.5 rule requirements and regulatory expectations
Coordinate and facilitate project and business management relevant projects across the MRBG group
4+ years experience in one or more asset classes in a Front Office, Market Risk, Finance, Valuation Control Group, Risk Reporting or similar role with preference for people with deep knowledge of the more complex products and derivatives
Understanding and working knowledge of risk management concepts (e.g., VaR and market risk stress; liquidity risk, structural interest rate risk, credit risk and operational risk management metrics) and trading and banking book structure
Strong risk management, governance, and process & control mindset
Ability to demonstrate leadership and work well under pressure with commitment to deliver under tight deadlines
Aptitude to develop project management skills and ability to drive consensus building
Bachelor’s degree, Quantitative Masters/MBA a plus
Technical skills: Intermediate skills in Microsoft Word, PowerPoint, Excel, Visio, SharePoint

170

Firmwide Market Risk Basel Group Modelled Capital Projects Resume Examples & Samples

Work with all functional groups (QR, FO Technology, Market Risk Technology, MRGR, MRC, MRBG, Finance, Risk Reporting) to oversee some work-streams within the FRTB program, including gathering business requirements, building awareness of internal and external dependencies, and managing and driving execution
Lead MRBG self-assessments and deep dives on compliance with Basel 2.5 Market Risk Rules, and propose and drive resolutions for identified gaps
Help prepare regulatory notifications, responses to supervisory queries, and other regulatory communication
Work with QR, MRGR, and RCMO on updates to the Basel 2.5 model governance policies and procedures
Assist the Internal Models Working Group and the Market Risk Models Committee with governance and oversight of JPM’s internal Market Risk Capital models, and ensure coordination with Market Risk Capital Book of Work, Forward Calendar, and RWA/Capital forecasts
Support FRTB implementation efforts by developing an archive of Rules, prior interpretations, FAQ responses, and on-going advocacy efforts
Stay abreast of regulatory developments, methodology changes and clarifications and provide updates across program
Prior experience with Market Risk Capital rules and production processes, from a Finance, Risk Reporting, or Technology background
Good understanding of Risk or FO systems, and risk and P&L concepts for traded products
Knowledge of Market Risk Capital rules and calculation methodologies a plus
Prior experience with participating in large scale implementation projects
Ability to multi-task, work under pressure and manage tight deadlines
Self-motivated, demonstrate initiative, innovation, and solid problem solving skills
Advanced degree in Finance, Accounting, Technology or Quantitative fields

171

CIB Risk-qr Market Risk Capital Modeling Resume Examples & Samples

Develop the risk engines for Basel 2.5 Market Risk RWA models [VaR-based Measure (VBM), Stressed VaR-based Measure (SVBM), Specific Risk (SR), Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM)], their RWA forecasting models as part of CCAR/DFAST, and next generation of Market Risk RWA – FRTB. This includes model specification, model calibration, testing, documentation, and ongoing benchmarking and performance monitoring
Act as a technical expert in modeling discussions and presentations, including internal meetings and on-site regulatory exams of the Market Risk RWA models with the FRB, OCC, and PRA
Experience in developing models for Regulatory Market Risk Capital (in particular, VaR, IRC, CRM) or Front Office models for credit trading
Experience in presenting technical matters to trading, risk, and model validation personnel. Ideally this experience will be related to trading book capital (VaR, IRC, CRM)
Ability to work across organizational boundaries and build partnerships with key stakeholders on capital issues (finance professionals and controllers, traders and risk managers, regulatory policy experts)
Teamwork-oriented

172

Market Risk IT Change Regional Lead Resume Examples & Samples

Business analysts are expected to be deep subject matter experts for their respective requirements and be recognised by both the business and IT teams a the 'go to' authority on the domain. They are expected to take responsibility for deriving the most appropriate solution and driving this through to delivery
The senior BA manager / regional lead business analyst will have the responsibility to drive, lead & manage the BA's in the region and partner with the global leads to ensure delivery of regulatory commitments, through oversight of all project requirements, book of work (BoW) and coordination of extended team capacity and capability
Takes ownership of the India BA team's deliverables and ensure that the team produces high quality artifacts to time & budget
Be responsible for vendor management with a focus on operational excellence
Ensure the BA team provides timely support during the different phases of the testing as well during production issue resolutions where relevant
Experience in coordinating and line managing large teams a must. Mentoring and career development for permanent staff
Ability to foster a cooperative work environment for all stakeholders
Good prioritization and time management skills

173

VP, Market Risk Portfolio Resume Examples & Samples

Oversee end to end activities focussed on delivering analysis for all aspects of Traded Risk Models : Model Management, Performance testing, Validation
Identify all sources of underlying Model Risk; implement group model development and enhancements
Work with Head of Traded Risk Model Management to conduct adequacy assessment of regulatory capital models for both Counterparty Credit Risk & Market (such as FRTB)
Conduct & review production of various Quantitative submissions around Traded Risk Models - such as Value at Risk (VaR), Incremental Risk Charge (IRC), Counterparty Credit Risk (CCR), CVA & Risk Not in VaR (RNIVs) required for division
Masters/PhD in Numerate disciple is required, prior experience in leading a sub-function in Quantitative Area / Market risk/Pricing Models is essential
Significant technical understanding – financial concepts, Quantitative finance & regulatory directives applicable for the business
Should be able to effectively provide technical, execution & operation guidance to various sub-functions
Requires broader understanding of Traded Risk – including understanding of Rates, FX , Credit asset classes product profiles and regulatory directives that governs the business activity

174

Market Risk Avp-VP Resume Examples & Samples

You will carry out day to day portfolio reporting and analysis of risk metrics
You will perform analysis of risk on daily/weekly/monthly basis and timely communication
You will understand the Risk Framework used at Credit Suisse
You will set up and maintain appropriate quality controls for the processed data
You will ensure complete and accurate risk collection and reporting for US legal entities
You will lead projects to improve risk collection and reporting, working with other groups such as the Risk Clusters, Product Control, IT, Trading
You will understand regulatory requirements as it relates to stress testing

175

FRI Market Risk Resume Examples & Samples

The position requires exceptional work ethics, solid communication skills, and ability to multitask and work against deadlines
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
The ideal candidate will have 4-10 years work experience in finance or a related control discipline (e.g. Risk Management, Financial Control, Operations, etc.)
Master’s Degree. CFA, FRM a plus
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 is preferred but not required
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

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Market Risk Resume Samples

The Guide To Resume Tailoring

Craft your perfect resume by picking job responsibilities written by professional recruiters

Pick from the thousands of curated job responsibilities used by the leading companies

Tailor your resume & cover letter with wording that best fits for each job you apply

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15 Market Risk resume templates

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Cib-market Risk-equities Resume Examples & Samples

Firmwide Market Risk Risk Appetite VP-ny Resume Examples & Samples

Cib-market Risk-derivatives Resume Examples & Samples

Firmwide Market Risk Risk Appetite Executive Director Resume Examples & Samples

Manager, Market Risk Resume Examples & Samples

Market Risk Infrastructure VP Resume Examples & Samples

Manager, Market Risk Oversight Resume Examples & Samples

Cib-risk-cpg Market Risk-VP Resume Examples & Samples

Market Risk Projects Resume Examples & Samples

Market Risk Methodology Quant, VP Resume Examples & Samples

Market Risk Co-ordination Resume Examples & Samples

CIB Risk Firmwide Market Risk Executive Assistant Resume Examples & Samples

Market Risk Resume Examples & Samples

Market Risk Resume Examples & Samples

Market Risk Resume Examples & Samples

Market Risk Resume Examples & Samples

Risk Manager, Enterprise Market Risk Resume Examples & Samples

Senior Director Market Risk Resume Examples & Samples

Director, International Market Risk Resume Examples & Samples

Non Market Risk RCG Resume Examples & Samples

CIB Risk Market Risk Securities Prime Brokerage VP NY Resume Examples & Samples

Director of Consumer Market Risk Group Manager Resume Examples & Samples

ED Market Risk Resume Examples & Samples

Asia Pacific Market Risk Resume Examples & Samples

VP Regional Market Risk Resume Examples & Samples

Director Treasury Market Risk Group Manager Resume Examples & Samples

Intern, Risk-market Risk Resume Examples & Samples

Market Risk Group Manager Resume Examples & Samples

Market Risk Group Manager Resume Examples & Samples

Market Risk Group Manager Resume Examples & Samples

Camps Market Risk Senior Development Lead Resume Examples & Samples

Market Risk Business Analsyt Resume Examples & Samples

VP Regional Macro Market Risk Resume Examples & Samples

CRO Erm-market Risk Modeling Resume Examples & Samples

AVP Market Risk Methodology Changes Resume Examples & Samples

Market Risk Methodology Quant, AVP Resume Examples & Samples

Market Risk IT BA Resume Examples & Samples

Market Risk Capital Manager Resume Examples & Samples

Junior Market Risk BA Resume Examples & Samples

Market Risk & CVA Quant Resume Examples & Samples

Market Risk Team Resume Examples & Samples

Asset Management Risk GIM Market Risk-VP-ny Resume Examples & Samples

Cib-qr Market Risk Capital Risk Engines & Calibrations VP NY Resume Examples & Samples

CIB SVP, Market Risk Mananagement Resume Examples & Samples

Counterparty & Market Risk Resume Examples & Samples

Senior Manager Market Risk Resume Examples & Samples

Market Risk-VP Resume Examples & Samples

Market Risk Capital Manager, VP Resume Examples & Samples

VP-regional Market Risk Resume Examples & Samples

Market Risk Portfolio Manager AVP Resume Examples & Samples

Business Anlayst Market Risk Frtb Resume Examples & Samples

How to Make
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50 Best
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200+ Action
Words to Use

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