Trade & Finance Control Manager - Collateral Services

Job Responsibilities

• Ensuring the end-to-end integrity of Risk and Valuation Data by executing enhanced controls for the data to be readily consumed by all consumers including Traded Risk, Finance, Collateral etc.
• Implementing Future state architectural system (VAULT) for centralized control in the bank in accordance with Basel Committee on Banking Supervision BCBS 239 principles.
• Publishing and analyzing daily control reports for each asset class (Equity, Foreign Exchange & Fixed Income) for materiality of risk impact.
• Acting as product owner for VAULT in various scrum calls with Quants, IT, Finance and risk to provide necessary control requirement.
• Onboarding of new risk measures as per Standardised Approach (SA) and Internal Models Approach (IMA) for Fundamental Review of the Trading Book (FRTB) reporting requirement on VAULT.
• Liaises with feed providers to ensure the timeliness, accuracy and completeness of inputs for...