Head Market Risk recruitment
Our client, a prestigious, international banking house, is looking for a new Head of Market Risk due to an internal promotion. You will head up a team of 15 and report to the CRO. The role will still be fairly hands-on and you will lead several projects, whilst working closely to the Trading floor.
Your responsibilities:
• Maintain and improve the market risk, valuation and investment control framework within the Group and ensure compliance with all relevant regulations and group policies.
• Provide transparency of incurred market risks on the banking and trading books and set adequate risk limits.
• Develop the risk models in place whilst ensuring they fit to the needs of the trading floor.
• Make sure that financial instruments and positions are properly valuated within the trading and treasury environment.
• Ensure that private banking assets are managed according to the clients’ contracts and risk profiles, whilst providing transparency in risk and return figures of the mandates.
• Ensure reporting of all risks and investment controlling.
• Implement analytics and controls in response to changing requirements of the front units and regulatory environment.
Your profile:
• University degree in Mathematics/ Physics/ Engineering.
• 7+ Years of Market Risk experience, with a background in a Quantitative field and Trading environment.
• Sound knowledge of financial markets and products.
• ALM and Liquidity Risk experience of major advantage.
• Pragmatic, business enabler, communicator and well developed leadership skills.