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Fixed Income Market Risk Manager

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Salary £100k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/29208
Contact Tim Holbrough
Date posted 02-07-2018

Global Bank seeking a Fixed Income Market Risk Manager to join their London office.
Key responsibilities
• Provision of market risk management information to senior management as necessary to enable decision making with regards to positions
• Provide management with expert advice on market risk and VaR related regulatory charges and controls
• Implementation of systems strategy to ensure that the market risk function is able to effectively and efficiently perform its core functions.
• Development of stress testing scenarios, reverse stress testing and the stress testing platform
• Interactions with Front Office (trading and quant desk), Senior MRM and Market Risk Control (MRC) , Global Risk Analytics Team , Markets Independent Model Review (IMR), FO IT and Risk IT, Capital Management and Regulatory Finance, Product Control
• Provide strong leadership and management for Fixed Income Markets MRM
• Manage key risk methodology , systems and processes strategy to ensure effective tools are in place to support high standard of market risk management
• Development of efficient and streamlined market risk processes in conjunction with the control team
Skills/ experience required
• Experience in Market Risk or other relevant areas
• Detailed knowledge of Rates and/or Credit products
• Good communication and interpersonal skills
• Built effective networks across business areas, developing relationships based on mutual trust and encouraging others to do the same
• A comprehensive understanding of risk management and proven experience of ensuring own/others' compliance with relevant regulatory processes
• Strong quantitative skills (derivative pricing, VaR methodologies, market data analysis
• Strong technical skills (for example VBA, Python, SQL)
• Strong regulatory skills (Basel/FRTB, Capital Requirements Regulation (CRR))
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com

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AVP, Consultant