Market Risk Control Manager

Job Description

A new and unique role sat with the business, managing market and valuation risk with the 1st line at a top global investment bank.

Roles/Responsibilities

• Responsible for global markets front office control for pricing risk, market risk, valuation and model risk.
• Establish robust governance, policies and procedures providing oversight of market data usage and collateral and client valuations.
• Develop first line risk models for forecasting market and liquidity changes.
• Review and strengthen stress testing and scenario testing procedures.
• Implement and monitor market risk controls and complete market risk limit management.
• Work closely with the other front office control teams, business heads and 2nd line teams to ensure effective 1st line control across the whole business.
• Manage key regulatory engagements in Japan.
• Work with regional and global teams to ensure consistency in control measures, risk models and governance.
• This role is extremely unique in Japan and offers the chance for 2nd line risk managers to work more closely with the front office, delivering 1st line control to ensure the integrity of the global markets business.

Required skills

• Experience working within market risk, valuations or product control, with good knowledge of global market products and key risks.
• Strong analytical skills and ability identify risks in the 1st line.
• Strong communication skill sin Japanese and English.

About our client
Top global investment and corporate bank offering diverse financial solutions to clients in Japan.

Morgan McKinley Asia Pac is acting as an Employment Agency in relation to this vacancy.