Officer, Market Risk Analyst, Asia Risk Management  [25/01/2010]
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Global Markets Risk Management Asia group is responsible for managing the risk exposures for the combined entity’s businesses across Asia. The department analyzes market risk and credit risk in capital markets transactions and portfolios and establishes and maintains appropriate market/credit risk limits at the product/portfolio level. The department reviews and approves transactions and chairs the approval process for new products, complex/structured trades and new business initiatives. It has responsibility for the overall management of market and credit risks in traded products for Asia.

Responsibilities will include assisting in the market risk management for credit trading and structured credit trading desks - the businesses will comprise of basic credit traded products as well as structured (RMBS/CMBS /ABS) and correlation products (FTD etc).

The role will require working with current senior market risk managers toward developing methodologies for quantifying and analyzing market risks, producing VAR, Stress and other market risk measures, analyzing trades, books and portfolios and working with traders in right sizing positions.

Other responsibilities will include work with senior risk managers and other team members to report and analyze MIS and risk data from relevant systems for senior management forums and committees and also to meet regulatory needs.

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