AVP Market Risk (Rates & Currencies), Global Investment Bank
My client is a top tier global investment bank. This role is within EMEA Rates and Currencies Market Risk as a line of business risk manager. The group covers all rates and currencies products within the EMEA region. These include vanilla swaps, bonds and repo through to complex interest rate and hybrid rate and FX products.
The Role
Responsible for the analysis and monitoring of market risks taken within a specific product area.
Additional responsibilities include analysis of model risk, analysis and reporting of market risk.
Daily risk reporting and sign off process
Ensuring all existing and potential PL/VaR drivers are fully understood
Staying current on market dynamics, strategies being traded and their potential risks
The candidate will primarily interface with the trading desk and other risk and support groups so will need to develop and maintain close relationships with trading desks, senior business management and primary control functions (Finance, Middle Office, Credit Risk, Compliance etc)
Carrying out deep-dive desk reviews into portfolios to ensure that i) risks are captured correctly and are transparent and ii) sufficient controls are in place that are aligned with firm risk appetite
Opportunity to work on key projects for the market risk organisation not only within market risk but with the front office and other partner groups
The Candidate
Bachelors or equivalent degree from a top university in a numerate subject
High degree of intellectual curiosity, self-starting mentality and enthusiastic personality
Ability to work both as part of a team and independently with keen attention to detail
Superior written and verbal communication skills
Motivation to deliver in challenging fast paced environment
Advanced Excel skills
Strong IT skills, ideally previous experience with Excel/VBA, Bloomberg, and quickly learn new technology platforms
Experience in computer programming.
A broad knowledge across financial products and asset classes and a understanding of VaR and its use in the risk management area
Understanding of regulatory environment affecting Finance industry and the impact on market risk.
If you are interested in this position and genuinely meet the criteria please get in touch.
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