FID Market Risk Manager - Vice President - London, United Kingdom,
The employer is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
- Management of strategic projects and deliverables on behalf of the market risk manager team.
- Independent oversight & control of selected markets from a regional and legal entity perspective.
- Contribute to the continuous monitoring of financial markets and measurement of the impact on MS's portfolio, including: analysis of trading strategies, material weaknesses in the control framework, detection of overlooked risks.
- Contribute to the development of comprehensive stress tests that highlight all key risks.
- Assessment of the suitability / performance of pricing, risk and capital models and working with relevant groups to address material deficiencies.
- Understand P&L drivers and construct any necessary tools to facilitate risk and P&L analysis.
- Communication of key risks to senior management, including creation of presentations articulating key risks and portfolio changes.
- Knowledge of major regulatory processes and deliverables (e.g. FRTB, CCAR, SWD, ICAAP) is essential, and experience in managing projects is strongly recommended.
- Good knowledge of financial products is also essential, including an understanding of risk representations (including greeks) and a solid understanding of risk management concepts such as VaR, stress testing, scenario analysis, and capital is required. Experience as a market risk manager in FX, EM, Rates or XVA is recommended.
- An excellent academic background or strong analytical background. Additional qualifications, such as an FRM, would also be looked upon favorably.
- Attention to detail, project management and prioritization skills will also be key in balancing daily deadlines with timely implementation of strategic projects.
- Proactive and a can-do attitude.
- Excellent time management skills with the ability to handle multiple deliverables whilst maintaining excellent attention to detail.
- Excellent communication skills for written, graphical and verbal presentation.