-job description*role purpose*
manage the market risk control (run the bank) team for markets securities (mss) and services and markets treasury asset classes in the latin america region. In particular:
- scope is focused on fx, ir and credit market risk asset classes.
- recruitment, management and development of team focused on management information and exception management.
- align the "best practices" risk control process/report/analysis in the latin america region
- ongoing involvement in development and improvement of systems & processes as part of overall system strategy for traded and treasury risk
- provide f2b reporting service for senior management, front office and risk managers
- provide commentary and analysis on regulatory capital charge inputs, including stressed testing, and ad-hoc regulatory requests
- ensure that accurate risk is reported by traded and treasury risk in the trader mandates.
- maintain strong internal controls and well controlled reporting environment.
- work with other team members globally to report risk numbers.
- work closely with market risk managers to provide analysis and support.
- implement additional risk reporting and analysis in conjunction with business requirements within architecture and operating strategy constrains.
- improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
- direct communication with internal & external stakeholders of traded risk process for the region and globally
this role is about managing the teams in charge of market data quality/control and reporting for mss and treasury asset classes and scenario generation for traded risk purposes. It implies supporting different stakeholders in the context of growing regulatory challenges.
*main activities*
- global consistency and improved control framework
- ensure controls and continuity of risk monitoring activity
- support optimization of models efficiency and accuracy for capital requirement
- improve existing infrastructure to deliver quality and timely information
- deliver added value information to internal customers
- support growing regulatory challenges
- onboarding new business
- ensure correct risk is reported for the desks supported, and therefore that the correct levels of capital adequacy are maintained by the bank.
requirements- university graduate in finance, computer science or numerated related disciplines
- experience in management. Can demonstrate team building and leadership achievements for small - medium team.
- thorough understanding of risk management, market and counterparty risk metrics, rwa and stress testing
- thorough understanding of the market risk function.
- ability to design and implement normalized databases.
- good knowledge of python and sql
- experience of related banking areas, e.g. Risk, product control, front office, quants