- London, UK
- Full-time employment
- Apply by 23 Dec, 2018
- Posted on 24 Oct, 2018
- Start date:
- Visa Sponsor
Our client is a niche investment banking business, looking for an experienced Market Risk Manager to work in a high-visibility, Team Lead role, with key deliverables across a range of typical Market Risk responsibilities. you will be responsible for managing a team of 2 Market Risk Managers to cover all Market Risk related aspects of the banks primary and secondary derivative markets including: Fixed Income: Government bonds desk, Corporate bonds desk and Emerging markets desk. Equities: Convertible Bonds desk, International equities desk and Equity Capital Markets Derivatives desk (both basis risk and XVA).
- Perform risk analysis and daily liaison with trading desks to ensure adherence to risk appetite.
- Review all desks' trading activity and ensuring compliance with thresholds and limits.
- Reporting to highest level of senior management (C-Suite, Risk Committee, Board) by summarising and reporting risks on a regular and ad-hoc basis.
- Monitor markets and macro-economic indicators on a daily basis to identify new risks and / or potential business implications.
- Follow up with senior management regarding emerging risks, market and systemic risks etc
- Leading the implementation of various market risk related regulatory initiatives: FRTB, ICAAP, Pillar 2a Market Risk).
Required skills and knowledge
- Good understanding of pricing and valuation techniques for a range of transactions and securities (cashflow modelling, pricing models).
- Good understanding of different risk management techniques and measures, stress testing and scenario testing, VaR modelling etc
- Understanding of regulatory requirements around market risk, capital and liquidity.
- VBA or other technical programming capability ideal
- Display initiative with a demonstrated ability to manage time and priorities.
- Possess strong analytical and problem solving skills.
- Commitment to ensuring standards and controls are established and maintained in the workplace.
- University degree in a relevant business discipline highly regarded.
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