Market Risk Associate Director

Market Risk Associate Director will:

• Perform risk oversight on Interest Rate products.
• Provide independent review and challenge of business activities.
• Review new products/activities ensuring market risk requirements are met.
• Assess Market Risk Limit requests, supporting or not in line with the banks risk appetite.
• Support Market Risk policies locally
• Undertake Market Risk reporting locally
• Processing of Key Risk Indicators triggered.
• Annual Desk Reviews.
• Maintaining the independence of the Market Risk function and ensuring the "Risk Management Accountability Model" discipline is adhered to.
• Keeping abreast of regulatory, market and business specific developments and maintaining a contemporary understanding of best practice in risk management.
• The timely processing of Key Risk Indicators triggered, including analysis of exposures and escalation where required, explaining positions and movements in market risk and liquidity risk metrics.
• Monitor trading activity throughout the day reviewing their impact on positions against limits and to look for any unusual activity.
• Analyse data, solve problems, resolve queries, provide regular and ad-hoc reporting requests, resolve data integrity issues, process breaches, calibrate limits and produce Rates and Repo reporting and insight if necessary.
• Create or amend limit structures, discuss business requirements in relation to market risk, analyse current limit structure and methodology and implement any changes.