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Market Risk Manager

Employer
Alexander Ash Consulting Ltd
Location
London
Salary
65000.00 - 75000.00 GBP Annual
Closing date
25 Jan 2021

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Employer Sector
Technology, ICT & Telecoms
Contract Type
Permanent
Hours
Full Time
Travel
None
Job Type
Risk Management

A large Financial Services firm based in London are looking for a Market Risk Manager to join their multi-disciplinary team. Within the organisation you will be responsible for Market risk monitoring of the rates linear desk in Europe, which encompasses cash bonds, swaps and xccy products.

This is an exciting opportunity for any Market Risk Manager to join a team of skilled and experienced professionals and seek to identify improvements and efficiencies, while utilising new technologies and existing tools as the organisation takes on one of it's biggest bodies of work.

Role:

  • Daily monitoring of risk, concentration, stress and Value-at-Risk (VaR) exposures, while remaining constantly aware of current market dynamics
  • Perform in depth analysis of books and trading strategies, and implement appropriate Stress Testing analyses
  • Liaising with trading desks with respect to exposures, new business and market activity
  • Working together with the valuation team as part of one team strategy, with the goal of eventually becoming also an expert of valuation for this desk

Skills:

  • Experienced Front Office market risk management experience in sales + trading environment
  • Strong experience in markets-related roles with an emphasis on market risk management
  • A strong understanding of market risk controls and governance frameworks
  • Familiarity with current regulatory initiatives such as Fundamental Review of Trading Book (FRTB), Volker, stress testing

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