Market Risk Manager Resume
Headline : As a Market Risk Manager, became the primary contact for the Derivatives trading desk, and understood the direction and prioritization of the business for future growth.
Skills : Proficiency in identifying and analyzing.
Description :
- Understood the underlying models used within pricing.
- Worked with Trading and Quants to ensure risk dynamics and risk representation of both new and existing structures are as expected.
- Ensured the exposure can be viewed in both VIX and SPX terms.
- Ensured limit structure is robust to capture any new product, and getting agreement from management and the Front Office to enhance gaps.
- Ensured appropriate content within risk reports to display key risks to management.
- Leveraged the junior members of the team to bring to market.
- Developed a suite of pre-trade analytics to provide management with transaction oversight.
Experience
5-7 Years
Level
Executive
Education
BBA
Market Risk Manager Resume
Summary : As a Market Risk Manager, well trained with portfolio risk measurement techniques including VAR and stress testing, or qualifications relating to quantitative finance.
Skills : Strong analytical skills, Financial Acumen.
Description :
- Provided information for audit requests and regulatory exams.
- Prepared commentary on results, positions, and days’ activity.
- Reported on risk and results, as well as providing a source of information for New Markets Treasury, Finance department, and general management, about positions, results, instruments, products, activities, systems, and procedures.
- Measured the market risk exposure of the firm using a variety of tools including, sensitivity analysis, scenarios, Value at Risk (VaR), and Economic Risk Capital (ERC) CS’s in-house capital measure.
- Traded-related role and understanding of VaR and other risk measurement frameworks.
- Coordinated and worked with other business areas.
- Managed a team, ensuring their professional development and continuous improvement in line with the Firm’s and/or Regulators' expectations.
Experience
7-10 Years
Level
Management
Education
BBA
Market Risk Manager Resume
Headline : As a Market Risk Manager, obtained appropriate approvals for limit breaches and non-traditional transactions, and identified supplementary risk measures and controls required to manage the market risks of loan underwriting and high-yield debt distribution.
Skills : knowledge of financial instruments, and Understanding of market risk metrics.
Description :
- Encouraged and managed sound governance around the Risk MI's delivered by the team for UK entities and CS Group.
- Articulated complex key concepts to non-risk-expert audiences.
- Understood multiple asset classes, preferably in the Fixed Income space (i.e. Rates / Traded Credit /
- Securitized Products / Equity / Commodities / FX), including risk and valuation.
- Understood financial derivative instruments, including use, valuation, and risk.
- Ensured effectiveness of meeting regulatory requirements, including creating and maintaining a sound operational control environment.
- Built, enhanced, and automated market risk reports.
Experience
5-7 Years
Level
Executive
Education
BBA
Market Risk Manager Resume
Headline : As a Market Risk Manager, developed and managed relationships with key relevant stakeholders, particularly within UK MLRM, as required by the role., worked closely with key stakeholders to review and improve the quality of MIs over time.
Skills : Quantitative Skills, Regulatory Knowledge.
Description :
- Developed credible working relationships within a team as well as other departments.
- Handled multiple deliverables whilst maintaining excellent attention to detail.
- Prioritized workloads appropriately.
- Developed and delivered relevant Weekly and Monthly Risk MI’s for UK entities and CS Group aimed at UK and Global Senior Management within MLRM and other senior stakeholders, including analysis and commentary, ensuring risk issues are well understood and presented transparently.
- Reviewed and signed off materials for governance forums such as the UK Risk Management Committee (RMC) and the London Branch RMC.
- Created presentations and documents designed to articulate key risks to non-risk forums such as the BoD, Auditors, and Regulators.
- Undertook ad-hoc market risk deep dives and projects as required.
Experience
5-7 Years
Level
Executive
Education
BBA
Market Risk Manager Resume
Headline : As a Market Risk Manager oversaw and trained junior risk managers, managed and contributed to analyses, and advised upon new business proposals, non-standard transactions, counterparties, portfolio correlations, and concentrations.
Skills : Technology Proficiency, Proficiency in data analysis tools and software.
Description :
- Reviewed the PPL to ensure that the listed permitted products are compliant with the Trading Desk Mandate, and meet the standard defined in the PPL.
- Reviewed and Approved standards, and documented the conclusions.
- Built and maintained a proactive relationship with the front office in performing the 2nd line monitoring and control for Markets and Treasury.
- Analyzed, monitored, and reported on the activities of Markets and Treasury in the Netherlands, where relevant in conjunction with other departments.
- Liaised with the global cluster team, on major moves.
- Liaised with RAFDAR, IT, and Change teams to drive delivery of projects/enhancements related to risk representation.
- Advised on improvements in the risk management framework, provided input to new (integrated) risk management policies, methodologies, and measurements.
Experience
5-7 Years
Level
Executive
Education
BBA
Market Risk Manager Resume
Objective : As a Market Risk Manager, ensured that Internal Capital Adequacy Assessment Process (ICAAP) risk management controls were being mapped to respective MCAs belonging to respective ICAAP jurisdictions.
Skills : Problem-solving, Communication Skills, Attention to Detail.
Description :
- Developed, implemented, and maintained standardized market risk control and procedures by Market Risk management policies, governance, and control framework.
- Ensured proper implementation of all market risk-related policies both corporate and regulatory.
- Analyzed regional Volcker metrics and validated results for FX, Rates, Credit, and Equity.
- Proposed parameters and implemented comprehensive stress testing scenarios at the business or legal vehicle level.
- Reviewed and validated CCAR and PRA stress test results and ensured correct legal vehicle mapping for aggregating stress numbers.
- Interacted with Finance and Product Control about Profit Attribution Analysis (PAA), price verification, pricing, and market value adjustments.
- Modeled Risk coordination with model risk management, Traders/Front Office Quants/Market Risk on model validation and implementation of new model risk management framework.
Experience
2-5 Years
Level
Executive
Education
BBA
Market Risk Manager Resume
Summary : As a Market Risk Manager, designed, reviewed, and signed off on scenario results across various portfolios within GCP, developed and implemented Risk-Not-In-VaR (RNIV) and Stress Testing analyses.
Skills : Market Risk Analysis, Risk Modeling, and Stress Testing.
Description :
- Being well-trained in liquidity risk management is desirable.
- Trained with treasury management systems and analytical tools, such as QRM, and YieldBook.
- Well-trained in NII (Net Interest Income), EVE (Economic Value of Equity), FTP (Funds Transfer Pricing), deposit (non-maturity)
modeling, and VAR-type modeling for market risk plus experience in a wide range of markets, experience in debt capital markets, and the consumer.
- Identified, measured, monitored, and controlled all related financial risks and ensured relevant regulatory frameworks were in place.
- Helped coordinate weekly market risk reporting including Key Risks reporting.
- Completed back-testing and stress testing providing a summary of business activity including major exposures and current market updates
- Liaised with and supported other risk management functions such as Methodology, Portfolio, Market Data, and associated Working Groups and Committees.
Experience
7-10 Years
Level
Management
Education
BBA
Market Risk Manager Resume
Summary : As a Market Risk Manager, participated in EMRM governance and helped formulate and drive EMRM strategy, established partnerships with the various stakeholders across the three lines of defense, including the Head of ALM and treasurer.
Skills : Regulatory Compliance (Basel III, Dodd-Frank), Financial Risk Assessment.
Description :
- Understood and communicated more complex proposals for management review, requiring good oral and written skills.
- Led, maintained, and enhanced Interest Rate Risk (IRR) oversight and reviewed and challenged IRR practices in line with best practices, corporate policy, and regulatory requirements.
- Provided independent, formal assessments of existing risk management strategies and processes, including an annual report to the Board on IRR.
- Maintained relevant oversight policy, framework, and operating procedures.
- Monitored exposures against limits and suggested and/or developed additional metrics and/or alternative risk views as needed.
- Worked in partnership with Model Validation, the review and challenge of sub-model appropriateness supporting asset and liability management, NII forecasting, EVE.
- Represented EMRM when required at the Executive Risk Committee, ALCO, ALCO Working Group, and New Business Initiative Committee.
Experience
7-10 Years
Level
Management
Education
BBA
Market Risk Manager Resume
Summary : As a Market Risk Manager, identified and analyzed significant risks and summarized risk views for senior management to ensure they are kept informed of developments in the portfolio, analyzed and modeled transactions, including cash flow modeling and idiosyncratic stress scenario generation.
Skills : Derivatives and Structured Products, Quantitative Analysis.
Description :
- Reviewed and challenged risks related to new products, structured deals, and business strategies.
- Performed stress tests to determine the circumstances under which the portfolio could incur material losses.
- Provided regular point of weakness and concentration risk analysis of the portfolio.
- Assisted in ad-hoc risk-related queries and projects, Specific risk analysis, reports, and analysis for regulators.
- Ensured risks were fed to and captured appropriately by the Bank’s risk system and risk methodology.
- Assisted the setup, configuration, and implementation of new and upgraded risk management systems to help enhance the firm's capabilities.
- Communicated clearly and concisely with traders, senior management, and other areas of the bank understanding the requirements of each group.
Experience
7-10 Years
Level
Management
Education
BBA
Market Risk Manager Resume
Objective : As a Market Risk Manager, partnered with Finance to ensure understanding of IPV, Back-testing, and PnL explanation, and worked with Risk IT to ensure VaR model handling products correctly.
Skills : Portfolio Management, Risk Reporting.
Description :
- Worked with the junior members to design and build out additional reporting views barrier concentration, and correlation risk.
- Worked with the junior members to enhance the quality of the reporting commentary to be targeted and precise.
- Attended and presented the risk profile within regulatory meetings with the SEC.
- Performed targeted scenario analytics on the portfolio to uncover pockets of risk.
- Reviewed trading portfolios and associated risk metrics.
- Reported and monitored positions against market risk metrics and limits.
- Liaised closely with trading desks to understand market trends about portfolio changes.
Experience
2-5 Years
Level
Executive
Education
BBA
