Senior Manager/Assistant Vice President - Market Risk - Treasury
An AI agent that applies to roles like this on employers' own sites. 25 applications free, no card needed.
Job Description
Experience:
- 2-3 years of derivatives valuation, curve constructions and market risk management.
- Experience of FRTB, SA-CCR and counterparty credit risk.
- Risk measures: VaR, PV01, duration, option Greeks, and stress testing.
- Review and validate valuation methodologies for treasury products.
- Basel III market-risk capital, CVA, prudential valuation adjustments.
Systems:
- Calypso, Murex, SAS Market Risk, or similar trading/risk platforms.
Technical Skills:
- SQL, SAS, and Power Query.
Qualification:
- MBA Finance; FRM, PRM, or CFA preferred.
Skills
Market RiskTreasuryRisk ManagementDerivativesCFAStress TestingValuationFrmRisk ManagementCredit RiskIf a job posting appears fraudulent, asks for payment, contains misleading information, or violates our guidelines, please report it immediately. Our team will review it promptly, Jobaaj does not charge any fee from the applicants.
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