Market Risk Manager
This role is a key part of ensuring the robust monitoring, reporting & controls for Market Risk when lending against clients' asset classes within their onshore & offshore investment portfolios. The successful candidate will work closely with Private Bankers, Lending Advisors, Product & Governance teams to ensure we are diligently managing the risk book.
The position involves
* Managing the Market Risk framework, Credit & Market Risk, Policy exceptions
* Managing of the Approved Collateral List (ACL)
* Managing our Loan to Valuation Ratio settings for Equities, ETFs, Bonds, Managed Funds & Discretionary Portfolios
* LVR assessment, stress testing and analysis of various marketable securities
* Daily Risk Monitoring & Reporting of all client positions
* Advising and supporting Private Bankers & Lending Advisors with deal structuring
* Proactively identifying, supporting and driving opportunities for continuous improvement
* Supporting reporting for internal hind-sight, audit & regulatory obligations
This is an important role in helping to shape the growth of the Equities Lending offering while maintaining a well-managed loan portfolio. To be successful in this role you should have experience in a Market Risk or Quantitative / Data / Financial Modelling role and possess strong skills in stakeholder management, problem solving and compliance.