VP & Head of Market Risk Oversight

About the role

The VP & Head of Market Risk Oversight leads the Market Risk Oversight function within FAB’s Market Risk Management department. The role ensures that market risk exposures from Global Markets and Group Treasury are measured, monitored, controlled and reported in line with the board‑approved risk appetite, providing senior management with timely insights.

Key responsibilities

• Develop and maintain a robust Market Risk Oversight function that accurately monitors and reports open market risks.
• Provide executive management and risk committees with regular assessments of market risk exposures and the risk profile of trading and investment activities.
• Act in consonance with the Group’s vision and mission to support the achievement of business plans through optimized risk‑adjusted performance.
• Assure the GCRO, via the Head of Market Risk Management, that material market risks are identified, monitored and mitigated.
• Maintain continuous dialogue with Risk teams, Front Office, Product Control, IT and Quantitative teams regarding data feeds and reporting.
• Lead continuous improvement initiatives by identifying global best practices and streamlining processes.
• Enhance risk monitoring and analysis in response to changes in the bank’s risk profile and market environment.

Required profile

• Senior leadership experience in market risk management within a banking or financial services environment.
• Deep understanding of regulatory guidelines and internal risk policies.
• Proven ability to work with senior executives and risk committees.
• Strong analytical and quantitative assessment skills.
• Excellent communication and stakeholder‑management capabilities.

Required skills