Contact Aaron about this job
Director, Credit & Risk Management
Find a Job
|Sector||Credit & Risk Management|
International Bank seeking a Risk Manager to focus on Structure rates in their London office.
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 Banks 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 Aaron.Crowley@BruinFinancial.com
Ready to apply for this job? Apply Now