Jobe Details

Market Risk Analyst consultant Posted on: 09/03/2019

Infinity Consulting Solutions, Inc
  • -
  • -
  • NEW YORK-10003, NY, US

VBA programming languages

  • Job Description

    Market Risk Analyst

    Reporting To: SVP, Risk Management

    Role Purpose:

    Assist SVP and Head of Risk Management in implementing risk management techniques to control market and liquidity risk exposures of the Bank.

    Key Responsibilities (but not limited to):

    Assist the SVP and Head of Risk Management Department in implementing risk management techniques to control market risk exposures that results from the Branch's business activities.

    Implement and monitor, in a comprehensive risk assessment approach, detailed structure of limits, guidelines and other parameters to be used to measure liquidity risk, interest rate and foreign exchange risk exposures.

    Assist in the monitoring and reporting of Branch delegated authorities on Financial Market business.

    Assist the SVP and Head of Risk Management Department in the development, implementation and continued operation of market risk and liquidity risk management frameworks.

    Prepare assorted market risk, liquidity risk and operational risk reports as required by Senior Management and Head Office accurately and timely.

    Prepare meeting materials for periodic committee meetings of the Branch's Internal Control, Risk
    Management and Compliance Committee (regarding operational risk management) and Assets and
    Liabilities Management Committee (regarding market and liquidity risk management).

    Assist and support the implementation in Disaster Recovery and Business Continuity Plans for the Branch.

    Assist in developing the methodology on liquidity stress test, earnings at risk analysis and market risk stress test on marketable security portfolios and conduct these stress tests periodically in collaboration with Treasury Department.

    Coordinate on the implementation of the testing of contingency funding plan and maintain record of the test.

    Execute, on a daily basis, the batch running for the financial market trading and limit management systems on behalf of Head Office; conduct routine financial market business limit and counterparty system maintenance for the Bank's branches operating in North and South.

    Other matters as assigned by the SVP and Head of Risk Management Division and senior management of the Branch.

    For detailed responsibilities, please see attached CCBNY Risk Monitoring List, which may be updated when necessary.

    Skills, Experience and Qualifications:

    Ideal candidate should have:

    At least a Bachelor Degree in Business Administrations (preferably with concentration in Finance,
    Accounting or Financial Engineering) or in Mathematics; a MBA degree will be a plus

    Ideal candidate should have a good knowledge of funding/liquidity management, EAR/VAR framework,
    marketable securities portfolio, FX and interest rate derivatives, hedge/accrual accounting and the Basel
    framework in accordance with US regulatory requirements

    Knowledge on Kondor +, Bloomberg, or comparable risk engines will be a plus

    Ability to apply VBA programming languages will be a plus

    Other skills:

    Mandarin Chinese proficiency skills are required.

    CFA / FRM Designations preferred.

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Recruiter Details
Doug Klares
1350 Broadway, Suite 2205, NEW YORK-10018, NY
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