Market Risk Manager
Location: U.A.E,Dubai
Job function: Risk Management
Number of positions: 1
Job purpose
Work as an independent Market Risk Manager to oversee TCM Business and support the Head of Market Risk.
Key result areas
· Play a key role in the risk/ reward decision making process of the Head of Market Risk Management.
· Participate in evaluating and introducing new products and business with an emphasis on advising on the modelling of complex trades.
· Report market risk information to external regulatory bodies.
· Assist in measuring, analysing and reporting market risk, including monitoring adherence to limits.
· Support in designing and implementing market risk measurement models as well as approving pricing models used by Mashreq.
· Build processes to measure the losses that the bank would experience under a variety of normal and extreme market conditions, across asset classes for all trading desks.
· Develop infrastructure to support Market Risk reporting activities.
· Perform quality assurance testing on market risk data and risk calculation systems.
· Interact with traders on a daily basis to assist in trade investigation.
· Analyze and simulate trades to generate potential future exposure numbers
· Produce trading VAR reports.
· Build new models, diagnosing and fixing current models (both data and analytics)
· Aid in developing risk management architecture and methodology.
Knowledge, skills & experience
· 4-5 yrs of relevant experience in the market risk function
· Strong mathematical background
· Advanced Excel skills
· Knowledge of Treasury Products
Deadline: 31/05/2013
How to Apply:
http://careers.mashreq.com/ViewJobDetails.aspx?JobRefID=122
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