FRTB Assistant Vice President

Job Description Purpose of the role To set the risk appetite setting for the Trading portfolio and active calibration & monitoring of limits Accountabilities Collection and analysis of market data from various sources and ensuring risk is correctly captured, modelled and capitalised. Escalation of critical risk issues or breaches to Traders and senior Risk Management Leadership teams for timely action, as may be required. Review and provision of feedback on market risk models including change g…