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Market Risk & Liquidity Risk, AVP

Salary £80k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/27750
Contact Tim Holbrough
Date posted 08-01-2018

Tier 1 Bank seeking a Market & Liquidity Risk AVP to join their London office.
Key Responsibilities:
• Managing and overseeing of the risk production governance & control framework across all key risk metrics including VaR and SVaR, ensuring accuracy and on-going development of Risk Management reporting up to Board level for all relevant legal entities
• Working with the Head of Portfolio Risk and Senior Risk Managers to enhance departmental Legal Entity based Risk Reporting
• Providing input into matters relating to Risk Appetite and Framework
• Working closely with Finance to build up a view of the respective Legal Entity based hierarchies
• Working in conjunction with the Risk Managers, ensuring that all relevant risks and issues are escalated to appropriate remediation forums
• Owning the front to back process for the asset class, infrastructure optimization, provision of analysis and commentary across all relevant risk metrics, market data optimization, MRM management interface
• Implementing of Historical Simulation and Fundamental Review of the Trading Book (FRTB) calculations, processes, controls and reporting
Skills & Qualifications:
• Experience in market risk management, operations or control and preferably also Profit & Loss (P&L) and accounting experience
• Experience in setting up new risk reporting processes and controls
• Strong knowledge of financial markets, key Market Risk management principles, methodologies and metrics
• A clear understanding of how the front to back (end to end) market risk production process & control framework is typically set up at a Tier1 investment bank
• A strong collaborative personality with good influencing skills
• A good understanding of the regulatory environment that an investment bank operates in
• Control focused with an analytical background and curiosity to question the norm with willingness to deep-dive into issues when required
• Highly professional and ethical, focused on doing what is right for the Bank
• Able to work cross-functionally

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Contact Tim about this job

AVP, Consultant