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 .

Responsibilites: 

- 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 

 

Required Skills: 

- 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)