Market Risk Officer
Job Summary
Support the oversight of the Market Risk Management Framework performance, covering mainly:
• Traded Market Risk
• Non Traded Market Risk(Interest Risk Rate in the Banking Book)
The Market Risk role is to manage, monitor, identify, measure, analyze and mitigate market risks.
Key deliverables:
- Governance
- Legislation
- Meeting packs/Reporting
- Training
Details:
- TMR and NTMR Overall Control Environment.
- STP/MTP and RAF Inputs
- Risk Packs (e.g. Board, ERC, ExCo, ALCO, MRR, RCF, Markets Forum)
- Capital Buffer Setting
- Integrated Planning and Risk Appetite Statement Inputs
- Stress Testing
- Risk Management Program
- IRRBB
- ICAAP Inputs
- Market Discipline Inputs
- Any ad hoc support delivery
Education
Further Education and Training Certificate (FETC): Business, Commerce and Management Studies (Required)
