Market Risk Manager, Vice President - London, United Kingdom,
The company is a leading provider of financial services.
- Risk management oversight for the bank, including setting and enforcing limits, stress testing, etc.
- Review and approve transactions for dynamic hedging
- Drive projects to improve accuracy of measurement of the bank
- Overseeing and ensuring the integrity of the risk monitoring process
- Review and approve risk framework for the bank for risk-taking units
- Monitor compliance with risk limits/triggers
- Frequent interaction with Financial Division to understand sources of the bank variation
- Interaction with Model Risk Management, Risk Analytics and Financial Control to ensure robustness of methodologies and models
- Interaction with ICG Market and Credit Risk Managers to improve accuracy of regulatory and management reporting
- Interaction with regulators and auditors
- In-depth understanding of product characteristics, pricing methods and hedging techniques for vanilla and exotic interest rate, FX and credit derivatives
- Similar understanding of other derivatives will be an advantage.
- Knowledge of the credit processes and infrastructure within the firm will be useful
- A background in trading, risk management or structuring would be a strong advantage
- Good computing skills essential: specifically advanced spread sheet and PowerPoint use
- Programming/modelling experience would be an advantage
- An undergraduate or postgraduate degree in a quantitative or financial discipline.
- Additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage
- Good interpersonal and communication skills
- Good attention to detail and strong analytical skills
- Ability to manage within and across the organization
- A willingness to take an active involvement in day-to-day activity and flexibility in addressing a number of projects simultaneously. This is a 'hands-on' role.
- Ability to identify issues, build consensus, and drive projects through to resolution