Job #: 2262
Title: Market Risk Manager
Seasoned market risk manager with experience and expertise in managing market risk in a banking book, and specifically Interest Rate Risk in the Banking Book (IRRBB).
Successful candidate must be a self-starter and able to contribute/lead a program including defining governance and risk framework, writing policy and standards, working with Risk Analytics team to develop IRRBB models, and be a subject matter expert during a technology implementation.
Role will be embedded with the Market Risk – Macro team, but also will interact closely with the Head of Market Risk.