VdE | Diretor de Risco de Mercado | ABSA
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Job Summary
Support the oversight of the Market Risk Management Framework performance, covering mainly:
- Traded Market Risk
- Non Traded Market Risk(Interest Risk Rate in the Banking Book)
The Market Risk role is to manage, monitor, identify, measure, analyze and mitigate market risks.
Job Description
Key deliverables:
- Governance
- Legislation
- Meeting packs/Reporting
- Training
Details:
- TMR and NTMR Overall Control Environment.
- STP/MTP and RAF Inputs
- Risk Packs (e.g. Board, ERC, ExCo, ALCO, MRR, RCF, Markets Forum)
- Capital Buffer Setting
- Integrated Planning and Risk Appetite Statement Inputs
- Stress Testing
- Risk Management Program
- IRRBB
- ICAAP Inputs
- Market Discipline Inputs
- Any ad hoc support delivery
Education
Bachelor`s Degrees and Advanced Diplomas: Economic and Management Science (Required)
