AVP / VP Market Risk
- Location:New York
- State:NY
- Salary:$100K+
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- Job Types:
- Corp Fin & Strat Planning
Job Description
About the company :
Our Client is a major Investment Bank. Job description :
This function is responsible for monitoring the integrity of the Market Risk Management Production processes, in particular for the calculation and reporting of DVaR, Positions, Stress Testing and Risk Weighted Assets, as well as managing the limit/excess reporting and implementing changes to the risk models. Who we are looking for :
Main FunctionParticipating in the daily Risk Production and Reporting process: Daily VaR , Stress Testing, Position and RWA reporting & analysis Data integrity, population control and escalation Trouble shooting systematic fixes Main Duties Ensuring timely and accurate delivery of daily reports for senior management and front office: Position & key risk factor regulatory and business reporting and analysis Risk Weighted Asset reporting and analysis for the business and Treasury Managing relationships with desk Risk Managers, PCG and Operations MUST be stong with VBA and Excel
(629932)
