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Начальник Управления рыночных рисков/Head of Market Risk Division (в г. Баку) at Cornerstone Russia — NeverHard
Начальник Управления рыночных рисков/Head of Market Risk Division (в г. Баку) at Cornerstone Russia in Москва. View salary, required skills, and apply on NeverHard.
- Company
- Cornerstone Russia
- Location
- Москва
- Type
- not_specified
Начальник Управления рыночных рисков/ Head of Market Risk Division
Релокация в г. Баку (Азербайджан). Иностранный язык: Английский (свободно).
Main Accountabilities
In-depth knowledge of Bank’s market and liquidity risk management internal policies and procedures
Support the development of the framework for quantitative models development, update and implementation (e.g. statistical basic measurement methods, sensitivity analysis, scenario analysis, etc.)
Monitoring of limits for money market, bond, equity, and derivatives trading, ensuring that quantifiable risks are within the structure of approved limits
Management of internal reporting based on the output of the bank’s internal market risk models (including evaluation of the relationship between measures of market risk exposures e.g. value-at-risk, stress tests and trading limits)
Ensuring market risk KRIs reflect the key controls to be monitored; prioritize top KRIs and establish thresholds and escalation triggers for each KRI; create early-warning metrics and procedures for market events.
Continuous coaching and development of the subordinates facilitating the effective execution of all unit’s functions
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