Vice President - Interest Rates Market Risk - Trading floor based Vice President - Interest Rates Market Risk -  …

Vennbridge
in London, England, United Kingdom
Permanent, Full time
Last application, 20 Feb 20
Vice-President compensation
Vennbridge
in London, England, United Kingdom
Permanent, Full time
Last application, 20 Feb 20
Vice-President compensation
IRD MRM - Investment Banking - London, UK

Role

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.

Applications

Please send your CV to louis@vennbridge.com.

Vennbridge is a recruitment firm in relation to this posting. See www.vennbridge.com.

 

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