Market Risk Manager - Structured Solutions Desk

The role requires the incumbent to take responsibility for identifying, measuring, managing and reporting market risk exposures, relative to a predetermined risk appetite, on Structured Solutions Desk.In order to do so, optimum use is required to be made of risk, front office and reporting technology, in addition to which daily interaction with the trading team and other related business support functions will be necessary.The role also requires periodic rotation into other desks (equities, structured credit etc.) in SA.Key Responsibilities:Manage and ensure compliance with market risk policies and procedures as it relates to the Structured Solutions deskComplete accurate and relevant risk reporting for the Structured Solutions desk, daily, monthly and periodic reports.Ensure relevant, meaningful and insightful commentary is included in all reports (daily, weekly, monthly etc.) relating to market risk changes and profit and loss attribution.Ensure effective and comprehensive price validation of liquid risk drivers (daily) and illiquid risk drivers (at least monthly). Once liquid drivers automated, handover responsibility to Product control.Assist in preparation for FRTB regulationsProvide steer and input into FRTB framework in the context of the Structured Solutions desk.Participate in the testing of outputs as part of the FRTB project.Participate in producing QIS output as required by Basel Committee.Calculate and Report on Market Risk Regulatory CapitalIdentify Market Risk and manage system enhancements