Market Risk Manager

Posted 26 October by Robert Walters
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A leading Investment bank based in London is currently looking to hire a VP within Market Risk Management (Market Risk Manager), joining Emerging Markets (EM) team , ensuring the effective management of market risks across Flow and Structured trading.

This hire plays a key role in the management of market or fair value risk within the group and the wider functions ensures independent and comprehensive reporting back to management on market risk, as well as the establishment and management of the risk appetite, communication of material risks to senior management, the review and analysis of complex transactions and overall portfolio analysis.

Key duties in the Market Risk Manager role will include:

  • Daily monitoring of risk, stress and Value-at-Risk (VaR) exposures, and ensuring risk completeness and accuracy

  • Developing and implementing Risks not in Value-at-Risk (RNIV) and stress testing enhancements

  • Liaising with Front Office (FO) with respect to exposures, new business and market activity; Communication with and supporting other Risk management functions such as Methodology, Portfolio, Market Data and associated Working Groups and Committees

  • Ensure risk completeness and accuracy, ensuring the limit framework and appetite is commensurate with infrastructure

A successful application in the Market Risk Manager role will include:

  • Previous experience in a Trading, Treasury, Risk or Finance environment with particular emphasis on linear rates, vanilla FX or flow credit and experience in Over the Counter (OTC) derivatives

  • Strong technical and analysis skills (Excel, VBA, Python or similar, statistics, time series) and familiarity with Bloomberg

  • A good understanding of VaR and risk methodologies; experienced in defining, implementing and running RNIVs and stress tests

  • A degree or higher in Maths, Physics, Engineering, Quantitative Finance or equivalent/work experience

  • A market risk manager, product controller or financial analyst with experience in Over the Counter (OTC) derivatives

  • Knowledge and understanding of market risk controls and governance frameworks

Required skills

  • OTC
  • MRM
  • FX
  • VaR
  • Market Risk Management
  • Stress tests
  • Emerging MArkets

Reference: 44487219

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