Market Risk AVP
Core
Oversees market risks for rates and credit products, conducting stress tests, issuer assessments, and portfolio monitoring for a global financial group in Asia.
Role type
Senior IC market risk manager (rates & credit)
Builds
Risk dashboards, reports, and stress test models for portfolio management
Domain
Financial services / Market Risk / Rates & Credit
Deliverable
dashboards & analysis
Required skills
Market risk management, Rates products, Credit products, Capital adequacy frameworks, Volcker rule compliance, Stress testing, Expected shortfall, Illiquid asset valuation, Issuer risk assessment
Preferred skills
AI-driven reporting tools, Structured trade analysis
Technologies
Risk dashboards, Stress testing tools
Responsibilities
Monitor market risk for rates and credit products across the Asia region, Prepare daily dashboards and reports tracking portfolio performance and market triggers, Review and assess trading mandates, portfolio risks, and concentration levels, Escalate major market events or distressed conditions to senior management, Measure valuation of illiquid assets and calculate potential stress losses, Conduct issuer risk assessments for structured transaction approvals, Perform regular and ad-hoc portfolio reviews including concentration risk assessments and stress tests, Design innovative risk dashboards and reports for key metrics monitoring, Collaborate with regional and global teams to apply global risk appetite policies
Seniority
Senior, hands-on IC
