Market Risk Manager Rates/Hybrids Exotics VP Market Risk Manager Rates/Hybrids Exotics VP …

Morgan McKinley
in London, England, United Kingdom
Permanent, Full time
Last application, 17 Feb 20
Competitive
Morgan McKinley
in London, England, United Kingdom
Permanent, Full time
Last application, 17 Feb 20
Competitive
Market Risk Manager Rates/Hybrids Exotics VP
Global investment bank seeks VP level Market Risk Manager to cover Rates/Hybrids Exotics.

Key Responsibilities:

• Ensuring risk completeness and accuracy

• Daily monitoring of risk, stress and Value-at-Risk (VaR) exposures

• Developing and implementing Risk-Not-In-VaR (RNIV) and Stress Testing analyses

• Ensuring internal and external governance policies are being effectively applied

• Liaising with trading desks with respect to exposures, new business and market activity

Skills & Qualifications:

• Experienced Market Risk Manager with a focus on traded exotic products in the Rates and / or Hybrids asset classes

• Strong experience in markets-related roles with an emphasis on market risk management

• A strong understanding of market risk controls and governance frameworks

• Good knowledge of industry standard exotic Interest Rate (IR) / Foreign Exchange (FX) / Equities (EQ) derivative pricing models

• Good knowledge of commonly traded exotic products including rationales, flows and risks (including structural, non-linear, cross and model)

• Excellent understanding of VaR and VaR methodologies

• Previous experience in assessing, quantifying and implementing appropriate portfolio stress tests

• Previous experience in defining, assessing and implementing limits

• A working knowledge of economic and regulatory capital

• Familiarity with current regulatory initiatives such as Fundamental Review of Trading Book (FRTB), Volker, stress testing

• Educated to Bachelor's degree level (or equivalent qualifications/ work experience) with a concentration in Maths, Physics, Engineering or a Quantitative Finance related field

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

Close
Loading...