Market Risk
Market Risk
Category | Credit / Market Risk | Salary | 13-15 M ¥ |
Work Type | Permanent | Date | 2008-07-11 |
Location | Tokyo | Ref.# | HTO19395 |
Company Description
Fast growing European Investment Bank is looking for a energetic candidate in their Market Risk division
Responsibilities
*Calculates, analyses and reports on a daily basis all market risk indicators (operational, VaR, Stress Scenarios) in compliance with all Market Risk Policies,
*Monitors all quantitative and / or qualitative limit breach and ensures the follow up of these over-limits,
*Ensures the definition and the update of all market risk limits, including quantitative limits (sensitivities, VaR, Stress Scenarios,
*Ensures the definition and the update of the Market Risk Control Methodologies: new risk indicators, stress test calibrations, exotic parameters calibration, ….
*Proposes if necessary any specific reserve calculation methodology for parameter risk,
*Ensures together with the quantitative analysts of the team the Market Risk Department Validation of any new product,
*Provides an up-to-date documentation of all policies and processes involved in the Risk Control activity
Requirements
*Previous experience in Investment bank or Big 4 firm with Market Risk related role
*Good understanding of financial products (fixed income, equity derivatives)
*Comfortable working with desk top computer applications. Experience of programming (VBA within Excel and/or C++) plus
*Good communication skills in English
Additional Notes
Remuneration:15M JPY depending on skills and experience
