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Risk Manager - Structured Rates

Salary £90k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/AXC/27262
Contact Aaron Crowley
Date posted 23-10-2017

International Bank seeking a Risk Manager to focus on Structure rates in their London office.
Key Responsibilities
• Help develop a new and improved risk framework for the Structured Interest Rate business
• Analyze interest rate exotic risk profiles and convexities
• Run the market risk reporting processes and ensure timely and accurate reporting of all relevant risk metrics.
• On request help provide ad-hoc analysis on trading strategies and products to ensure they are in line with the Bank’s risk tolerance and objectives.
• Work with trading to ensure adherence to bank risk appetite, including limits and compliance with limit framework.
• Assist in the transition of risk reports to new technological platforms; on request help prepare ad-hoc analysis for senior management.
• Automating daily risk monitoring tasks using a combination of VBA/SQL/Pearl/Python programming language.
• Developing quantitative analytics tools for use by Market Risk

Skills/ Experience required
• MSc in Mathematical Finance or Financial Engineering/Bachelors in Mathematics/Statistics
• Strong communication skills
• Advanced knowledge of interest rates derivatives, markets, and products
• Some experience working on a risk/trading desk at a financial company/institution in a quantitative or programming role
• Some work experience in a market risk function or similar, with ideally basic knowledge of:
o Value-at-Risk measurement
o Stress testing and scenario analysis
o Sensitivity analysis
• Proficient in VBA/C++/Python/SQL
• Fluent in English
For applications or queries regarding the role, email

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Contact Aaron about this job

Director, Credit & Risk Management