Treasury Market Risk Manager
- £70,000 - £90,000
- London, England, United Kingdom
- Permanent, Full time
- Eximius Finance
- 27 Nov 18
A Tier 1 Banking Client of mine are seeking a Market Risk Manager to join their Treasury & Capital Risk function. This is VP position with the requirement to work on IRRBB, Non-Traded Market Risk & ICAAP .
- Regular reporting of risk management both internally and with the reuglator.
- Work on the banking book balance sheet to make sure that all Marekt Risks are Identified.
- Develop a framework to supposrt internal policies and standards.
- Work closely with the QEM impelmentation team.
- Assist with the implementation of regulatory initiatives, including Basel III
- Proven work experience in ALM/Balance Sheet Management and broader experience in Finance.
- Detailed understanding of interest rate & liquidity risk, FTP and funding risk.
- Very strong analytical skills (SQL or Phyton preferable)
- BSc or MSc in quantitative discipline
- Experiene of working with financial products (e.g derivatives, structured projects)