Market Risk Operations Manager

Where

New York, NY

What you'll be doing

This role is for a change manager to guide and direct initiatives to ensure that the company, market risk management is compliant with the regulations includes: market risk models including var/svar/irc, ssfa, and specific risk models, back testing and validation of market risk models, comprehensive stress testing, rwa calculation, and reporting. The candidate will involve in and support for the analysis of requirements for market risk implementation of us basel covering various areas of the front-to-back process. Analyze process improvements, system architecture implementation, control/audit remediation planning, and implementation. Ensure engagement and coordination of functional requirements across mrm (risk managers, quantitative model review group, methodology group etc.) And other key partners of mrm (front office, operations, finance etc). Support the user testing and project roll out for mrm users as required. Communicate project status update to management and stakeholders and escalate issues as appropriate. Individual will use standard project management tools and techniques to maintain visibility and on time delivery projects. Represent the mrm function in db wide program initiatives as necessary.

What your background should be

The candidate should have excellent understanding of regulations pertaining to the americas especially basel 3. S/he should have previous experience in a risk management, risk reporting function or financial services consulting function. The incumbent should have theoretical and practical knowledge of risk management techniques (var, stress testing, greeks). S/he should have proven record of accomplishment as a business analyst.

Required Schooling / Training

Quantitative or technical degree

Who is the client company

This is a banking and financial services company.
If you are interested in this position, send your resume to apply@kochdavis.com