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.