BSM Group are exclusively partnered with a leading Investment Bank based in London for a hire into their Market Risk Management team. The incumbent will be from a Market Risk Management background with a deep understanding of Interest Rate products. The role holder will use their experience to become the Risk SME on the Libor Transition for the bank and will give the opportunity to work with a number of key stakeholders across the business.
- Support the traded risk management function in the delivery of the Libor Transition from a risk perspective
- Liaise with the front office on all Libor Transition Initiative
- Identify the Libor Transition Impact on the Traded Risk function and processes
- Analyse the impact on products and systems
- Analyst the impact of new curves in risk management
- Assess the impact of Libor Transition on risk models
- Assess the impact of Libor Transition on FRTB
- Experience in a Market Risk management role from a global investment bank
- Strong knowledge of interest rate derivatives products and pricing
- Good technical skill set with experience in VaR analysis
- Strong stakeholder skills to deal with numerous areas of the business
- Ability to drive a large scale initiative across the business
The role gives the successful candidate the chance to utilise their Market Risk skill set to become an integral part of a key regulatory piece of work in the bank. Apply today to find out more.