Director – Risk Manager
Description:
• Developing and maintaining full understanding of products and strategies being traded and their potential risks, covering a number of risk management measures including sensitivity analysis, VAR and stress testing
• Carrying out portfolio/ trade specific analysis to ensure that complex risks are captured and appropriate stress testing and other controls are in place
• Review of exceptional new trades, particularly complex or unusual exotic structures and providing recommendations on approval of such trades
• In depth understanding of the firm’s valuation framework, particularly in relation to the generation of risk information, providing recommendations for improvements
• Ensuring accuracy of time series data underpinning the VaR model and maintaining accuracy as new products are approved for trading • Proactively building a strong working relationship with the Front Office
• Liaising closely with other teams within Market Risk (e.g. Model Validation, Methodology) and other departments throughout the firm (particularly Quantitative Strategies and Product Control)
• Leading a team of risk analysts on a range of projects to improve accuracy and breadth of risk capture as well as the development of management reporting tools
• The ability to produce results in a timely manner and to communicate findings effectively to upper management, to colleagues within SRM and members other teams
Qualifications
Basic Qualifications:
• Degree in Engineering, Finance, Math, or Economics
• Experience as a risk manager at a commodity trading house or investment bank
• Programing skills in VBA or Python, SQL and R
• Deep understanding of financial risk metrics
• Excellent communication skills, and good attention to detail
• Self starter, with ability to think independently and pro-actively drive tasks through to completion.
Preferred Qualifications:
• Masters or PhD in a quantitative science
• Commodity trading experience
To apply please forward your CV to Jason@ogilviesearch.co.uk
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