Subdirector Traded Risk

Role purpose

Manage the Market Risk Control (Run The Bank) team for Markets Securities (MSS) and Services and Markets Treasury asset classes in the Latin America region. In particular:

• Scope is focused on FX, IR and Credit market risk asset classes.
• Recruitment, management and development of team focused on Management Information and exception management.
• Align the “best practices” risk control process/report/analysis in the Latin America region.
• Ongoing involvement in development and improvement of systems & processes as part of overall system strategy for Traded and Treasury Risk.
• Provide F2B reporting service for senior management, Front Office and Risk Managers.
• Provide commentary and analysis on Regulatory Capital Charge inputs, including Stressed Testing, and ad-hoc regulatory requests.
• Ensure that accurate risk is reported by Traded and Treasury risk in the trader mandates.
• Maintain strong internal controls and well controlled reporting environment.
• Work with other team members globally to report risk numbers.
• Work closely with Market Risk Managers to provide analysis and support.
• Implement additional risk reporting and analysis in conjunction with business requirements within architecture and operating strategy constraints.
• Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
• Direct communication with internal & external stakeholders of Traded Risk process for the region and globally.

This role is about managing the teams in charge of market data quality/control and reporting for MSS and Treasury asset classes and scenario generation for traded risk purposes. It implies supporting different stakeholders in the context of growing regulatory challenges.

Main activities

• Global consistency and improved control framework.
• Ensure controls and continuity of risk monitoring activity.
• Support optimization of models efficiency and accuracy for capital requirement.
• Improve existing infrastructure to deliver quality and timely information.
• Deliver added value information to internal customers.
• Support growing regulatory challenges.
• Onboarding new business.
• Ensure correct risk is reported for the desks supported, and therefore that the correct levels of capital adequacy are maintained by the bank.