Job description
The Company is seeking an Associate Vice President for Market Risk Analysis and Control.
The successful candidate will be part of the Market Risk Analysis and Control function, providing essential market risk metrics and core analysis to support risk management decision-making, particularly for the Rates asset class.
This role involves a deep understanding of market risk management techniques, including the analysis and computation of various risk measures such as VaR, SVaR, IRC, and FRTB, across a range of derivative products.
The role also requires proficiency in automation tools, particularly Python, and the ability to combine risk knowledge with automation and visualization skills to deliver value-added analytical outputs.
Applicants should have a university degree in a quantitative field, at least 5 years' of experience in market risk within the financial market or investment banking industry, and a strong proficiency in Python, VBA, Tableau, and MS Office tools.
The role demands excellent communication skills, the ability to work in a global team, and a commitment to self-development.
Responsibilities include risk validation, review of risk metrics, and the development of automated reporting infrastructure.
The ideal candidate will be a reliable team player, capable of multi-tasking, and delivering high-quality work under pressure.
Experience in leveraging AI tools for business problem-solving and a proactive approach to ensuring the responsible use of data and AI outputs are also highly valued.
