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Date Added: Tue 12/01/2021

Market Risk Manager (VP)

London, UK
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Job Type: Permanent

Salary: £80000 - £120000 / annually

Title: Market Risk Manager (VP)

Location: London

InterQuest Group are delighted to be supporting one of our Investment Banking partners to source a Market Risk Manager (Valuations) professional that can manage market or fair value risk within the bank. in an independent and neutral way, you will be responsible for providing a comprehensive view of market risks to Senior Management. You will also ensure that Business units of the Bank optimise the risk-reward relationship and do not expose the organisation to unacceptable losses.

Responsibilities

  • Monitoring of Market risk for the (linear) rates desk in Europe, covering cash bonds, xccy products and swaps
  • Monitoring of risk (daily), concentration, stress and VaR exposures, while remaining aware of current market dynamics
  • Deep analysis of products, books and trading strategies, and the implementation of appropriate Stress Testing
  • Making sure both internal and external governance policies are being effectively applied
  • Building trust and relationships with trading desks around exposures, new business and market activity.
  • Working closely with the valuations team with the objective to eventually becoming an expert of valuation for this desk.

Key Skills & Experience

  • Market Risk Manager with demonstrated exposure to linear rates products
  • A very strong understanding of market risk controls and governance frameworks 
  • Experience in assessing, quantifying and implementing appropriate portfolio stress tests
  • Relevant years of experience.  Good quantitative level of experience with derivative products pricing and risk.
  • Experience with portfolio risk measurement techniques including VAR and stress testing.
  • A good working knowledge of current regulatory initiatives: Fundamental Review of Trading Book (FRTB), Volker and stress testing.
  • Bachelor's degree level minimum (or equivalent qualifications/ work experience) with a concentration in Maths, Physics, Engineering or a Quantitative Finance related field
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