Market Risk Manager (m/f)

Wyser Ver Empresa

Não especificado
Licenciatura

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.

Responsibilities

  • 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.

Skills

  • 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.

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