Market Risk Senior Analyst (Xico)

ResponsibilitiesWork with trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systemsCollect and aggregate data from multiple industry specific sourcesFacilitate analysis and meaningful reporting of the dataWork with senior risk managers in market specific compliance programsDevelop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggersMonitor business compliance with the firm's market risk-related policiesAssist in product specific risk reporting and limit monitoringOversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reportingParticipate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate follow-up actionsParticipate in the ongoing development, implementatio...