Senior Manager - Market Risk Senior Manager - Market Risk …

Financial Services
in London, England, United Kingdom
Permanent, Full time
Last application, 01 Apr 20
GBP120000 - GBP160000 per annum
Financial Services
in London, England, United Kingdom
Permanent, Full time
Last application, 01 Apr 20
GBP120000 - GBP160000 per annum
In this role the Risk Manager will be responsible for identification of key Fixed Income related risk issues, setting market risk limits, reviewing new products, assisting with key regulatory initiatives and managing the development of key risk system infrastructure. The role requires proven ability and experience in deal approvals related to the Debt Capital Markets business.

Investment Bank

Description

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

Profile

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

Job Offer

Senior Manager to Director level role. Competitive salary and benefits package.

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