- Ensure market risk exposures are measured and managed within a coherent limit framework
- Lead change from Group Risk perspective
- Be a point of contact for various initiatives that will be rolled out by Market Risk teams
- Review market risk aspects of new product requests
- Work closely with other team members to research and adapt new methods to improve the Market Risk process across the Bank.
- Minimum of a Masters Degree in Financial Engineering, Mathematics or Economics.
- Prior experience working in a Market Risk function, some exposure to Equities would be advantageous.
- Prior experience working on market risk projects required
- Strong technical knowledge within Excel, VBA, SQL and/or Python.