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Market Risk Analyst, Structured Credit Desk
The successful candidate will work closely with a team of nine members, covering non-linear rates, non-linear credit, commodity, and non-linear FX trading desks of Financial Markets. You will contribute to the daily risk management and reporting duties of the desk and participate in global projects of the non-linear trading asset class. Role and Responsibilities Daily monitoring and analysis of P&L and market risk exposure for various products within Non-Linear Trading and Notes Issuance in Asia Independent calculation of valuation adjustments and reserves Backtesting VaR and highlighting/explaining outliers Keeping track of market developments/changes and its impact on trading strategy Accurate booking of trades and n


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