Role purpose
manage the market risk control (run the bank) team for markets securities (mss) and services and markets treasury asset classes in the latin america region. In particular:
* scope is focused on fx, ir and credit market risk asset classes.
* recruitment, management and development of team focused on management information and exception management.
* align the “best practices” risk control process/report/analysis in the latin america region.
* ongoing involvement in development and improvement of systems & processes as part of overall system strategy for traded and treasury risk.
* provide f2b reporting service for senior management, front office and risk managers.
* provide commentary and analysis on regulatory capital charge inputs, including stressed testing, and ad-hoc regulatory requests.
* ensure that accurate risk is reported by traded and treasury risk in the trader mandates.
* maintain strong internal controls and well controlled reporting environment.
* work with other team members globally to report risk numbers.
* work closely with market risk managers to provide analysis and support.
* implement additional risk reporting and analysis in conjunction with business requirements within architecture and operating strategy constraints.
* improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
* direct communication with internal & external stakeholders of traded risk process for the region and globally.
this role is about managing the teams in charge of market data quality/control and reporting for mss and treasury asset classes and scenario generation for traded risk purposes. It implies supporting different stakeholders in the context of growing regulatory challenges.
main activities
* global consistency and improved control framework.
* ensure controls and continuity of risk monitoring activity.
* support optimization of models efficiency and accuracy for capital requirement.
* improve existing infrastructure to deliver quality and timely information.
* deliver added value information to internal customers.
* support growing regulatory challenges.
* onboarding new business.
* ensure correct risk is reported for the desks supported, and therefore that the correct levels of capital adequacy are maintained by the bank.
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