Provision of market risk management information to senior management as necessary to enable decision making with regards to positions
Provide management with expert advice on market risk and VaR related regulatory charges and controls
Implementation of systems strategy to ensure that the market risk function is able to effectively and efficiently perform its core functions
Development of stress testing scenarios, reverse stress testing and the stress testing platform
Oversight of the market risk monitoring processes with respect to market conditions, regardless of whether close or in excess of limits, and escalation of any identified inappropriate activity to senior management.
Reviewing new products and structures to identify all material market risks and ensuring effective controls surround these to ensure appropriate risk management occurs
Strong quantitative qualification
Experience in Market Risk Management within rates and credit Trading
Outstanding in depth knowledge of credit markets and credit market products, credit fundamentals and economic theory
Strong quantitative skills i.e. derivative pricing, VaR methods, market data analysis
Strong technical skills (VBA, SQL, C++)
Rates and Credit markets knowledge
Senior Manager to Director level role. Competitive salary and benefits package.