Corporate Markets Infrastructure Manager recruitment
My client a UK based commercial bank is looking to strengthen their Risk Infrastructure and Control team in London and hire a Manager for the Treasury and Trading division.
The role essentially involves building and running risk systems across Market and Credit risk in Wholesale Markets. On a daily basis, there will be continuous testing and implementing of more effective controls that will improve the internal VaR engine and PFE modelling. Tasks will also include mark-to-market pricing and reconciliations, risk sensitivities and scenario shifts, individuals with in-depth knowledge of CADII and Basel III will be very relevant to this requirement.
Additionally, the successful candidate will have a solid track record in a banking market risk analytics role with some exposure to business analysis or projects. Strong software experience is a must for this role, advanced Excess and Excel are key, also previous experience with Summit, Murex or SunGard is very desirable. Knowledge of OTC derivative products, FX, Fixed Income and Money Markets is also helpful.