Technical competencies and job skills required in the position:
The market risk team for the ASIA region is part of the Asia Risk division: RISQ/ASI and the global market Risk team: RISQ/RMA, headquartered in Paris. All strategic decisions are made with the full cooperation of both teams RISQ/ASI and RISQ/RMA, and adhere to Directive 36 Appendix 3 on Market, Liquidity and Structural Risks. The Market Risk department oversights for the Asia CRO and SG Group Risk division Market Liquidity and Structural Risks in ASIA region, designs regulatory models and validates pricing and liquidity models.
The Market and Liquidity Risk Analyst owns for the Head of Market Risks and the CRO the oversight of the Market, Liquidity and the Structural Risk frameworks. They carry out this mission in good coordination with central MRF and ALM risk teams to guarantee the consistency of actions with principles prevailing at Group level. This role reports to the Head of Market Risks in ASIA (RISQ/ASI/RMA) and functionally to the head of Market Risk Framework in Asia (RISQ/ASI/RMA/MRF).
The scope covers the combined Asia operations, and all operations originated in ASIA that are conducted within the GBIS business line and whose risks are managed and monitored in ASIA.