Responsibilities:
- Making sure Market Risk is managed within the risk limits set by Senior Internal Stakeholders and External Regulators.
- Actively deal with the regulators in relation to meet Market Risk Regulations such as FRTB.
- Lead regulatory projects including capital risk management and being responsible for successful delivery.
- Review model changes relating to Modelled Market Risk and co-ordinate model changes
- Co-ordinate both regular and ad-hoc submissions relating to IMM reports.
Required:
- Working experience with market risk regulations for over 5 years in a Tier 1 Investment Bank.
- A strong understanding of Market Risk related regulatory requirements, preferably knowledge of PRA regulated institution with Advanced market risk model approval