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Market Risk Manager

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Salary Competitive
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/27324
Contact Tim Holbrough
Date posted 30-10-2017

International Investment Bank seeking a Market Risk Manager to join their London office.
Key responsibilities
• Daily analysis of the activities: understand books dynamic and risk indicators changes with the help of the risk analysts
• Asses potential concentration risks arising in a book or at the platform level
• Continuous improvement and adaptation of the monitoring framework
• Fundamental reviews of activities from a quantitative and qualitative perspectives (to start with the hybrid book): assess the book dynamic, observability and liquidity of market data, marking methodologies, hedging capabilities and cost, concentration risks, impact on new regulatory frameworks, compliance with the Risk appetite and the market risk policies
• Reviews, analyses and process trading requests in due respect of the delegation framework: one off, limit increase, new pay offs/ underlying/ currency, new business
• Ensure that all pay-offs features are well taken into account by the model, ensure the good representation of risks (VaR and Risk monitoring) , assess the greeks dynamic and stability
• Ensures that sound and demonstrable provision methodologies are defined, tested and implemented (covering model, liquidity and uncertainty risks);
• Provides expertise and initiative around the evolution of of internal and regulatory risk measures;

Skills/ Experience required:
• High School of Engineering and/ or Master in Quantitative Finance experience required
• At least 5 years of relevant experience in a similar position
• Good level of English (written and verbal)
• Very good knowledge of programming languages (e.g. VBA and SQL) and standard office tools (Excel…)
• Very good level in mathematics, including stochastic calculus and numerical methods.
• Very good knowledge of valuation techniques and model calibration
• Very good knowledge of derivatives/ exotic products
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com

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AVP, Consultant