Dexian · 3 hours ago
Senior Risk Manager
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Responsibilities
Collaborate with Finance CRO Risk, Treasury, Technology, various Business line, Compliance, Model Risk, and Finance Controller teams in pulling together process/system flows and getting a good understanding of the data points.
Perform deep analyses of the balance sheet exposures related to FX and develop methodologies to quantify the open risk and extent of gap in risk analytics reported in VaR.
Support the build for new governance, framework, and control processes for management of FX Risk in Banking Book.
Ensure appropriate documentation including updating/creating new Policies, Procedures and Standards to memorialize the new governance structures.
Manage the project efficiently by logging, tracking and escalating issues through their lifecycle.
Qualification
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Required
Thorough understanding of FX risk management & hedging methodologies.
In depth knowledge of treasury functions and balance sheet management.
Knowledge of FRTB regulatory requirements (new regime for FX risk capitalization).
Expertise in data analyses (Python/SQL/Excel/Access).
Relevant experience in model methodologies.
Company
Dexian
Dexian provides services for staffing, talent development, and consulting, with a focus on technology, finance, and project management.
Funding
Current Stage
Late StageRecent News
2024-05-29
Business Wire
2024-05-24
2024-05-24
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