IRD MRM - Investment Banking - London, UK
Vice-President in Market Risk Management (not Market Risk Control).
Main duties will include, but not be limited to
- New trade analysis.
- Front Office liaison and communication with other risk functions, to understand and challenge the risk rewards of transactions.
- Making sure that that all risks are captured well by risk systems and models.
- Mastering key risks and stress scenarios.
- Understanding the marginal impact on Risk Weighted Assets and Economic Capital.
- Daily analysis of risk reports.
- Liaising with the market risk production team regarding improvement of reports.
- Improving current risk models such as Value at Risk.
- Defining new stresses and doing deep dives.
Candidates should have
- Strong knowledge of interest rate derivatives products and pricing.
- Understanding of market risk management.
- Very good technical skills and the ability to apply these to business.
- The ability to multitask and prioritize whilst being responsive to ad-hoc requests.
- Interest in financial markets - especially derivative pricing.
- Excellent communication skills.
- A “team player” attitude with an ability to build strong business relationships.
- An ability to respond to changing priorities.
- English language proficiency.
Please send your CV to email@example.com.
Vennbridge is a recruitment firm in relation to this posting. See www.vennbridge.com.