Trading Risk Specialist

Michael Page International Recruitment Philippines; Philippines; On-site; PHP 900,000 - 1,500,000; Full time

Job summary

Michael Page International Recruitment Philippines is seeking an experienced Trading Risk Specialist to support market risk analysis, regulatory reporting, and risk governance within a global financial markets environment.

The role involves collaborating with international stakeholders across Trading Risk, Financial Markets, Risk Management, and Technology teams, contributing to FRTB implementation and ongoing risk framework improvements.

Qualifications

• Minimum 5 years of experience in Market Risk, Trading Risk or related functions.
• Experience with HVaR, Stress Testing and Backtesting.
• Knowledge of Basel market risk regulations and regulatory reporting.
• Ability to prepare risk commentary for senior stakeholders.
• Collaborates with Risk Management, Front Office and Technology teams.

Responsibilities

• Perform daily market risk analysis and reporting activities
• Review and prepare commentary on key market risk metrics
• Analyse movements and key drivers impacting risk metrics and regulatory capital
• Support regulatory reporting and market risk governance activities
• Prepare management reporting and presentations for senior stakeholders
• Collaborate with cross-functional teams to implement risk framework enhancements

Skills

Market Risk

Trading Risk

Risk Analytics

Risk Reporting

Regulatory Reporting

HVaR

FRTB

Stress Testing

Backtesting

Issuer Risk

Regulatory Capital

Job description

We are looking for an experienced Trading Risk Specialist to support market risk analysis, regulatory reporting, and risk governance activities within a global financial markets environment. This role offers the opportunity to work closely with international stakeholders across Trading Risk, Financial Markets, Risk Management, and Technology teams while supporting evolving market risk regulations, including FRTB implementation.

Key Responsibilities

Perform daily market risk analysis and reporting activities

Review and prepare commentary on key market risk metrics, including:

Historical Value at Risk (HVaR)

FRTB Internal Models Approach (FRTB-IMA)

Stress Testing

Issuer Risk

Backtesting and exception analysis

Analyse movements and key drivers impacting risk metrics and regulatory capital

Support regulatory reporting and market risk governance activities

Prepare management reporting and presentations for senior stakeholders

Investigate reporting issues and coordinate resolution efforts with global teams

Collaborate with Risk Management, Product Control, Front Office, and Technology teams

Support reporting enhancements, process improvements, and automation initiatives

Contribute to the implementation and continuous improvement of market risk frameworks

What We're Looking For

Minimum 5 years of experience in Market Risk, Trading Risk, Risk Analytics, Risk Reporting, Financial Markets Risk, or related functions supporting trading activities and market risk management

Experience working with market risk metrics, trading portfolios, regulatory reporting, and/or financial markets products

HVaR

Stress Testing

Backtesting and exception analysis

Issuer Risk

Regulatory Capital Analysis

Fixed Income

FX

Rates

Experience preparing risk reporting, analysis, commentary, or management information for senior stakeholders

Knowledge of Basel market risk regulations and evolving regulatory frameworks is preferred