Assistant Manager Market Risk

The mission of RISK MFI Platform is to provide high quality input to RISK MFI analysts and Management, support them in monitoring and anticipating risks related to Global Markets activities, provide them with tools to achieve their mission and lead or contribute to projects on behalf of RISK MFI

This role will partner with other teams within RISK MFI to facilitate automation of existing manual processes, setting up of new report, monitoring improvements.

The successful candidate will join the team with key objectives of improving overall team contribution with automation and to provide a high quality of risk monitoring and reporting controls.

Responsibilities

• Daily and weekly monitoring and reporting of market risk and counterparty risk limits and positions reports.
• Daily analysis of risks variation for each business activity in order to detect any risk Data quality issue
• Take ownership of production tasks as delegated by RISK MFI APAC teams
• Drive process improvement, task automation initiatives that enhance the efficiency of the production process.
• Industrialize and streamline all delegated production tasks in an effort to increase our efficiency and achieve synergies across GBL and regions through automation and innovation.
• Leverage on risk and technical expertise to increase the information value of the content with actionable insights for team as well as management
• Follow strictly the Risk MFI procedures defined globally
• Maintain a close working relationship with regional Risk MFI teams.
• Maintain a good relationship through clear a precise communication with GM trading while producing daily limit reports
• Develop and maintain a good understanding of market, liquidity and counterparty risks.
• Develop closer interaction with RCA team and look for new way to work together to transform our production operating model.

Behavioral:

• Curious and eager to learn
• Analytical and Problem solving capacity.
• Taking initiative and self-motivated
• Ability to adapt
• Act with integrity
• Ability to manage change and complexity with confidence
• Strong team player

Technical:

• Knowledge and understanding of basic coding in python
• Should be able to handle automation projects independently
• Proficiency in using Microsoft office tools / VB language for MS Applications,
• Some knowledge of banking, Capital markets, Derivatives products and market risks
• Good analytical skills