Associate Director – Non Traded Market Risk Manager recruitment

 The Role

• The jobholder will work as part of a dynamic team whose proactive and innovative risk portfolio management approach will inform key business decisions and help to create and maximise value across Banking.

• The Senior Market Liquidity Risk Manager will help to identify and control all non-traded market risks within the UK Retail Banking balance sheet.

• They will communicate the risks clearly to management, develop strategies to control and mitigate them in line with agreed risk appetite and ensure that an appropriate level of capital is maintained.

• The role-holder will be responsible for supporting new product development activity through provision of advice and guidance on product design and by helping to develop innovative and cost effective hedging solutions.

Skills Experience:

• Strong analytical skills

• Detailed knowledge of the typical range of retail and corporate products and services offered by a major bank and the inherent risks

• Knowledge of the principles behind transfer pricing and stress testing

• Understanding of the methodologies for modelling the behavioural profile / life of different types of products.

• Knowledge of implementing / performing a stress testing process.

• Understanding of UK Retail Banking’s objectives, operating structures and interfaces

• Understanding of mechanisms for quantifying and hedging direct and indirect non-traded market risks and of opportunities to drive innovative new product and strategy development within UK Retail Banking

• Knowledge of the development and application of market risk management models and measures, such as value at risk, earnings at risk, economic capital etc.

• Knowledge of derivatives and structured products (including swaps and options), their pricing and their use in market risk management

• Knowledge of key regulations and how they apply to market risk and liquidity risk

• Experience with using / building Balance Sheet models e.g. QRM or Sungard Convergence.

• Direct experience of non-traded market risk management/control, liquidity risk control and/or ALM Balance Sheet Management

For more Details, please visit our Website – www.hamlynwilliams.com and for further information send any queries to nik.s@hamlynwilliams.com

Hamlyn Williams is an Executive Recruitment consultancy that specialises in placing Risk, Compliance, Regulatory Information Security professionals globally:- offering Retained, Contingency and Interim/Contract recruitment solutions for the Financial Professional Services.