Senior Market Risk Manager

  • GBP90000 - GBP110000 per annum
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Michael Page
  • 10 May 18 2018-05-10

The aim of the role is to provide professional, value added and efficient market risk resource and service through the identification, analysis, monitoring and escalation of market risk exposures, resulting from the Markets activities

Leading Investment Management Company

Description

Responsible for and managing the monitoring, analysis and reporting of trading risk and positions using available market risk monitoring systems as well as available front and back office systems

Identify any adverse trend and/or violation of limits regarding the (intra-day) positions, and market risk exposure of the Markets activities

Lead the development, improvement and implementation of market risk procedures and methodologies in co-operation with other departments, such as Corporate Market Risk, Modelling, and Technology.

Analyse the use and suitability of market risk models/parameters, systems and procedures and implementation of new models, parameters and procedures

Produce periodic market risk analysis and reporting for senior management and committee review, and to support financial and regulatory disclosures

Applies understanding of the specific risks that exist within the assigned area of responsibility to recommend risk mitigation

Profile

A background in market risk management experience is essential

People management experience essential

A thorough understanding of financial markets products including FX, interest rates and listed and OTC derivatives essential

Thorough understanding of historical VaR models & cross currency basis sensitivity essential

Excellent knowledge of database applications including VBA and SQL essential

Job Offer

VP / Managerial Level role with competitive salary and benefits