Market Risk Manager (m/f)

Lisbon (PT)
To be negotiate with the financial institution
Nov 09, 2018
Dec 09, 2018
Job Function
Industry Sector
Investment Bank
Employment Type
Full Time

- Leading and overseeing the day-to-day management of the market risk team, increasing operational efficiency and process improvement; 
- Leading the implementation of the Fundamental Review of the Trading Book regulation; 
- Coordinating the implementation of the new IRRBB framework requirements and internal governance, and overseeing the regulatory submission processes 
- Coordinating projects related with the enhancement of the Bank’s VaR engine; 
- Overseeing the market risk management across all geographies, working closely with the other regions to establish a reporting framework; 
- Maintaining and enhancing the market risk management policies and framework in which market risk is efficiently identified, quantified, monitored and reported; 
- Identifying market and product-related issues that influence the market risk management framework; 
- Supervising the market risk capital requirements calculation process under current regulatory framework; 
- Proposing market risk limits ensuring the business strategy and activities serve the Bank’s best interest; 
- Analyzing new products and/or new business initiatives, proposing measures for their appropriate market risk management; 
- Assessing the on-going appropriateness of risk quantification approaches; 
- Oversight of relevant sections of the ICAAP; 
- Proposing stress test approaches for market risks; 
- Managing regulatory interpretation for market risk within the EU ensuring compliance with regulations; 
- Responding to ad hoc requests from the business, risk management or regulators; 
- Communicating the nature and magnitude of the Bank’s market risks to managers.  
- Bachelor's degree in Management, Economics, Finance, Maths of similar; 
- Professional designation in GARP, PRM (preferred); 
- Fluency in Portuguese (mandatory) and English (mandatory); 
- Minimum of 8 years of experience in similar functions; 
- Proficiency in Excel, VBA, SQL; 
- Detail oriented with high planning and organization skills; 
- Proactive, determined and driven to change; 
- Eloquent communicator.