Bank Of America Vice President Market Risk 

Australia, New South Wales, Sydney 

301032724

Key Responsibilities:

• Monitor positions against market risk limits. Liaise closely with Front Office to detail risk exposures and challenge the business on risk exposures and limit breaches.
• Analyze new lending opportunities, review deal parameters, and ensure fit within the risk appetite.
• Assist with review of new products and non-standard transactions to ensure risks are appropriately identified and controlled.
• Help define and evaluate stress scenarios and perform market risk stress testing.
• Assist in risk related queries, market risk exposures analysis, drill downs and/or risk trend analysis.
• Participate in cross-market risk analysis and desk reviews.
• Understand ABS/RMBS credit rating models and techniques for different asset classes.
• Review the existing portfolio, proximity to amortization triggers and understand overall ABS market dynamics.

Candidate Requirements:

• 7+ years market risk management or equivalent experience, preferably with ABS/RMBS or other Rates/FX products.
• Solid academic background, biased towards quantitative skills.
• Interest in financial markets.
• Understanding of financial products and risk modelling.
• Familiar with how technology supports the risk management process.
• Ability to communicate clearly and concisely with good people skills.
• Ability to multi-task and prioritize across several competing demands.
• Ability to work as part of a regional and global team.