Wyser is an international company among the top players in Search & Selection, specializing in middle-up management and Executive Search. Integrated in GI Group, a leading developer of global labor market.
Our Client is an Investment Bank, now recruiting a Market Risk Manager to an independent control function of the bank in the Risk management Department.
- Leading and overseeing the day-to-day management of the market risk team, increasing operational efficiency and process improvement;
- Leading the implementation of the Fundamental Review of the Trading Book regulation;
- Coordinating the implementation of the new IRRBB framework requirements and internal governance, and overseeing the regulatory submission processes
- Coordinating projects related with the enhancement of the Bank’s VaR engine;
- Overseeing the market risk management across all geographies, working closely with the other regions to establish a reporting framework;
- Maintaining and enhancing the market risk management policies and framework in which market risk is efficiently identified, quantified, monitored and reported;
- Identifying market and product-related issues that influence the market risk management framework;
- Supervising the market risk capital requirements calculation process under current regulatory framework;
- Proposing market risk limits ensuring the business strategy and activities serve the Bank’s best interest;
- Analyzing new products and/or new business initiatives, proposing measures for their appropriate market risk management;
- Assessing the on-going appropriateness of risk quantification approaches;
- Oversight of relevant sections of the ICAAP;
- Proposing stress test approaches for market risks;
- Managing regulatory interpretation for market risk within the EU ensuring compliance with regulations;
- Responding to ad hoc requests from the business, risk management or regulators;
- Communicating the nature and magnitude of the Bank’s market risks to managers.
- Bachelor’s degree in Management, Economics, Finance, Maths of similar;
- Professional designation in GARP, PRM (preferred);
- Fluency in Portuguese (mandatory) and English (mandatory);
- Minimum of 8 years of experience in similar functions;
- Proficiency in Excel, VBA, SQL;
- Detail oriented with high planning and organization skills;
- Proactive, determined and driven to change;
- Eloquent communicator.