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Risk Management Financial Markets (RM FM) is a global department supporting 'Markets' and 'Treasury' with the design and maintence of market, liquidity and counterparty risk frameworks that meet both internal and regulatory standards. RM FM is a 'second line' defence that independently reports risk exposures, assesses new business proposals, and provides transparency to earnings risk through business review. RM FM also performs a role in analysing and monitoring market developments and communicating their implications for the 'Markets' and 'Treasury' portfolios.
As a Market Risk Analyst you will be expected to develop your ability to articulate the trade flows and market risk profile of Markets and Treasury trading activities across the Asia region (HK, Singapore, Shanghai and India). Using your observations of portfolio and balance sheet movements to challenge the transparency and methods of risk assessment contributing to a strong risk governance. Involving yourself in cross functional teams, taking the initiative and exercising your Lean training to improve the transparency, accuracy and automation of risk processes. You will develop as an active contributor within global communities on topics of policy and procedure and regulation.
The production and integrity of the daily risk exposure reporting across a broad range of traded and non traded linear risk activities
Monitoring and reporting compliance of the market and liquidity risk policies.
Facilitate timely reviews of trading limit submissions from Markets and Treasury business units. Prepare updates and review 'Limit and Control Structure' documents that encapsulate the activities of each trading desk.
Contribute to a robust contingency and operational risk profile for RM FM.
Develop and maintain the department Procedures and Sharepoint site that demonstrate and communicate the departments' functional objective.
Support the implementation of global projects eg. Murex implementation
Other duties as required
Bachelor's Degree in Finance, Economics and/or Engineering, FRM is preferred
Min 3 years exposure to financial market products, ideally within a risk management or product control role
Sound product knowledge of interest rate derivatives, foreign exchange, money market, fixed income and vanilla option products
Familiar with regulatory market risk, IRRBB and liquidity risk framework
Highly proficient at manipulating data in Microsoft office applications using visual basic or BI reporting and given access to develop RPA tooling for cross application automations
Active communicator, strong written and verbal communication in English
Self-motivated and organized to manage tasks/project with a continuous improvement mindset.
We offer Rabobank offers an exciting and inspiring work environment with enthusiastic professionals. The culture is characterized by entrepreneurship, personal development and ambition.
Additional Information Rabobank believes a diverse workforce helps us be a better bank. That's why we focus on diversity in the composition of our teams and aim for diversity in gender, background, culture, age, preferences and competences. We give everyone the opportunity to be themselves.
Interested? Interested candidates may submit your full resume with contact details via online application. Shortlisted candidates will be contacted by the Human Resources Department.
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