Director
Role
The role is for an experienced, Director level, Market Risk Manager. The individual will be expected to lead and drive several key relationships, presenting and packaging analysis to diverse and varied stakeholders. There is also demonstrable man-management in this position.
Key tasks within the role will involve, but not be limited to
- Facing off to key stakeholders (iTreasury, Finance Front Office) to explain movements and drivers of the various models used within Risk Management.
- Manageing and leading a part of the team, including ensuring the ongoing development of team members.
- Analyse movements and drivers of VaR, Stressed VaR, IRC and ERC down to the business line and product level, and to be able to discuss this level of detail within the team, to ascertain the trading strategy behind such positioning.
- To package and present analysis to senior management.
Department Overview
The department performs the risk management view above the business line level. This includes both detailed work on risk appetite, which links into the limit setting framework, capital analysis and management, as well as aiding specific businesses with there queries. Because of the unique nature of the consolidation function the team is often the first port of call for our global and local regulators.
Candidates
The successful candidate will be able to expand their product knowledge and will gain a strong overview of how the bank operates as a whole. They will be able to grow within the team with opportunities to grow to lead the overall platform or to move across into different areas of risk management.
Qualifications Required
- A good understanding of risk measurement frameworks, particularly Value at Risk (VaR), Stressed VaR, IRC and Internal Capital models such as economic risk capital.
- A degree-level education (or equivalent) in a numerate discipline – post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA would be an added advantage.
- Proven experience within a market risk department of an investment bank.
- Strong product knowledge in either one product area or good product knowledge across a diverse range of products.
- Proven experience in managing and developing staff.
Applications
- Please send your CV to louis.altman@investigo.co.uk
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