Banamex - Gerente de Riesgos / Administración del Sistema Integral Automatizado (SIA)

The Market Risk Senior Supervisor provides leadership and supervisory responsibility for medium-sized operational/administrative team(s)) of clerical/support employees. Good understanding of procedures and concepts within own technical/subject area and a basic knowledge of other areas in order to understand how they relate to own area. Good understanding of how the team and area integrate with others in accomplishing the objectives of the subfunction/ job family. Improves process efficiencies in support of unit objectives. Requires a basic conceptual/ practical grounding in policies as they apply to the business. Developed communication and diplomacy skills are required in order to exchange potentially complex/sensitive information. Typically deals with variable issues with potentially broader business impact. Influences decisions through advice, counsel, facilitating services to others or through joint accountability for volume, quality and timeliness of end results. No direct responsibility for financial or resource planning. Work generally affects own team as well as other closely related work teams. Full supervisory responsibilities. including duties such as performance evaluation, compensation, hiring, disciplinary and terminations as well as direction of daily tasks and responsibilities. Responsible for measuring, monitoring and analyzing the organization’s market risk exposure on a day-to-day and long-term basis for various financial products. Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Individuals monitor trading limits and are responsible for approving transactions over certain established limits. Work with traders or trading management and recommend actions to mitigate risk. Responsible for monitoring and analyzing the organization’s risk exposure by understanding the risks and rewards of the Citi products. Structures solutions to mitigate risks of those products.

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 market risk terms, units of measurement and risk management techniques utilized byautonomous risk managers.
• Additional duties as assigned
• Supervise a team of junior risk staff. Contributes to decisions regarding hiring, compensation, performance appraisals, staff development, training, etc.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.

Qualifications:

• 2-5 years experience
• Knowledge in Aladdin System.
• Knowledge of financial instruments, risk metrics and Market Risk Management • Quantitative skills including mathematics involved in risk estimation and modelling • Some knowledge of statistical concepts and experience in performing data analysis • Excellent written and verbal communication skills • Must be a self-starter, flexible, innovative and adaptive • Ability to work collaboratively and with people at all levels of the organization • Work collaboratively with regional and global partners in other functional units; ability to navigate a complex organization • Developed project management and organizational skills and capability to handle multiple projects at one time • Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL • Previous experience supervising staff

Education:

• Bachelor’s/University degree or equivalent experience

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

funciones:

-               Trabajar con la oficina de negociación para garantizar que todos los factores de riesgo del mercado relevantes se identifiquen correctamente y se registren formalmente en los sistemas de riesgo oficiales.

-               Recopilar y agregar datos de múltiples fuentes específicas de la industria.

-               Facilitar el análisis y el informe significativo de los datos.

-               Trabajar con gerentes sénior de riesgos en programas de cumplimiento específicos del mercado.

-               Desarrollar y mantener un marco de límites de riesgo de mercado autónomo apropiado con los límites y disparadores correspondientes.

-               Controlar el cumplimiento comercial de políticas relacionadas con el riesgo del mercado de la empresa.

-               Ayudar en el informe de riesgos específicos de productos y limitar el control.

-               Supervisar la medición de la exposición al riesgo y limitar los procesos de control para garantizar la integridad e independencia adecuada de los informes.

-               Participar en el desarrollo de pruebas de tensión a nivel comercial que consideren debidamente las concentraciones de riesgos según un único emisor, la calificación de riesgos, el sector/industria y ubicación geográfica; revisar resultados y evaluar medidas de seguimiento adecuadas.

-               Participar en el desarrollo, implementación y mejora continuas de los sistemas de riesgo.

-               Proyectos de mediano a largo plazo bien definidos al trabajar con mentores sénior que requieren habilidades técnicas y planificación estratégica, a fin de permitir el desarrollo de la capacidad analítica y el pensamiento crítico.

-               Evaluar adecuadamente el riesgo cuando se toman decisiones comerciales, demostrando una consideración particular por la reputación de la empresa y protegiendo a Citigroup, sus clientes y activos, al impulsar el cumplimiento de las leyes, las reglas y los reglamentos correspondientes, acatando la política, aplicando un juicio ético sólido en relación con el comportamiento personal, la conducta y las prácticas comerciales y escalando, administrando e informando los problemas de control con transparencia

Requisitos indispensables

• Titulo de licenciatura en áreas económico – administrativo.
• Indispensable conocimiento del Sistema Aladdin
• Experiencia de 2 a 3 años en el Sistema financiero (riesgos, inversiones, middle office)

Requisitos deseables:

• Certificación en materia de inversiones /AFORE (BMV o fig 3)
• Conocimiento de instrumentos financieros y parámetros de riesgos (riesgos de mercado, procesos de inversión de afore)
• Dominio de habilidades cuantitativas, lo que incluye la matemática necesaria para el cálculo y modelado de riesgos
• Excelentes habilidades de comunicación escrita y oral
• Debe tener iniciativa propia, ser flexible, innovador y adaptable
• Capacidad para trabajar de forma colaborativa con personas de todos los niveles de la organización
• Trabajar de forma colaborativa con socios regionales y globales en otras unidades funcionales
• Capacidad para desenvolverse en una organización compleja
• Excelentes habilidades organizativas y para la gestión de proyectos, y capacidad para manejar múltiples proyectos simultáneamente
• Dominio de las aplicaciones de MS Office (Excel/VBA, Word, PowerPoint) y SQL

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