Associate, Market Risk

What is the opportunity?

Associate – Local Market Risk, Group Risk Management will play a pivotal role in establishing and maintaining a top‑tier risk oversight framework.

• Monitor and Evaluate the Risk Profile: Maintain a deep and continuous understanding of the risk landscape for the Macro business, with a specific focus on the rates and foreign exchange markets. Proactively identify, assess, and address potential risk exposures.
• Define Approved Tradable Instruments and Products: Develop and enforce a clear framework for approved tradable instruments and products within the Macro space, ensuring alignment with the organization’s risk appetite and strategic goals.
• Design and Manage Market Risk Metrics and Limits: Assist in the creation and implementation of comprehensive risk metrics, including Greek sensitivities, stress testing scenarios, and stress shock calibrations. These tools will assess and quantify risks under both standard and...