Market Risk Manager

  • Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Saxton Leigh
  • 14 Jan 19

Our client is an international banking group who are looking for a Market Risk Manager to join their team in London. With c80 people in London and a risk team of 6 they are a well established and stable business.

THE RESPONSIBILITIES:

 

  • Ensuring Market and Liquidity Risk is accurately represented in the market risk reports and that the control framework is effective
  • Responsible for accurate and timely market risk reporting to the relevant committees and directors on a daily, weekly and quarterly basis
  • Implement an Interest Rate Framework to be monitored and reported within the Market risk team and to management
  • Analysing market trends and market news and the potential impact to the Banks positions
  • Report on breaches of risk management policies
  • Able to independently build and code market risk reports using excel, VBA and/or SQL
  • Maintain and update the Market & Liquidity Risk Policies as well as other appropriate Policies, procedures and guideline documentation to support the activities and tasks necessary to execute the overall risk framework
  • Support Manager Market & Operational risk with production of ILAAP, ICAAP & RRP and provide challenge as a 2nd line of defence on stress models produced by 1st line of defence
  • Daily interaction with senior management and directors on risk related and ad-hoc tasks.

 

EXPERIENCE REQUIRED:

  • Relevant strong experience in Market/Liquidity Risk
  • In-depth understanding of derivative and foreign exchange trading risks
  • Knowledge of Basel II, Basel III, Risk and Capital requirements
  • Knowledge of Regulatory practices within financial services
  • Understanding of key market risk metrics e.g. VAR

 

For further information please contact Marcus Courtney