1. P&L and market risk exposures monitoring – produces and analyses P&L and market risk exposures in global market activities, including regulatory reporting related to market risk. Liaises with key stakeholders, including the trading desks, to review the metrics, including escalation on anomalies or limit breaks.
2. Monitoring of atypical trades including off-market trades, authorized products.
3. Independent verification of market data used in the valuation
4. Acting as local market intelligence to monitor and escalate significant market events.
5. Key performance indicators and data quality monitoring – ensures integrity, accuracy and consistency of P&L and risk data reported in market risk systems.
6. Metrics consolidation and data analysis – consolidates risk and P&L data on activities related to the entity. Assists the market risk team, Chief Risk Office or CEO in data preparation for ad hoc analysis, audit or regulatory inquiries.
7. Project / change management – involves in the continuous efforts to revamp / simplify the current market risk processes.
8. In coordination with Finance, reconciles and investigates P&L and position discrepancy.