Market Risk Senior Supervisor

**Responsibilities**:- Produce daily and weekly market risk reports which monitor factor sensitivity, VAR and issuer exposures against independent market risk limits.
- Provide information to both Market Risk Management and the business for audit, stress testing and ad-hoc related queries.
- Develop and maintain close working relationships with Risk Management, Business Units and other Control groups.
- Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.- Maintain data metrics measuring the market risk infrastructure and performance of risk systems and processes for the front office.
- Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk across various trading platforms.
- Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
- Develop an understanding of financial markets and market factors that affect risk exposure of the business.
- Learn m...