Market Risk
We are looking for an experienced risk professional in London to join our Rates and Credit Market Risk team to support controlling the Market Risks in the Credit Trading portfolios.
In this role you will demonstrate a thorough understanding of the dynamics of financial markets with a focus on the European Credit Flow markets. You will apply your insight into the markets together with your detailed knowledge of the underlying financial market products for the identification, analysis, control and reporting of the market risk exposures in the Investment Bank.
The main areas of responsibility within the Credit Market Risk team include
- Analysis of risk profiles and relevant risk metrics to make transparent any portfolio risks (VaR and Stress testing), various position risks, portfolio and country specific stress scenarios.
- Creating transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice
- Understanding of the quantitative pricing and risk management models, their risk drivers and the impact on reported trading PL and risk measures. A particular focus will be the assessment of special local market conditions and how they affect risk dynamics and could give rise to potential portfolio tail risks.
- Responsibility for the analysis and approval of new or unusual trades innovative structures as well as new business initiatives prior to trading.
- Enhancing the risk control framework and participation in corresponding projects in order to accommodate product innovation and regulatory developments.
The role requires close interaction with trading risk managers, quants, and product control both locally and globally.
Requirements
Key Skills Required
• Graduate or equivalent in a quantitative subject, MSc or PhD preferred
• A solid grounding in Financial Mathematics, comprehensive knowledge of credit spreads and eventually interest rate or FX products and markets as well as market standard pricing models
• Prior knowledge and insight into the credit markets and/or some experience in a market risk officer role are a plus.
• You are self-motivated and have the ability to work independently in a challenging environment, are a good communicator and pay attention to detail.
Benefits
We can offer…
• A supportive, fast-paced and stimulating environment where diverse outlooks and backgrounds are respected and appreciated
• Opportunities to acquire new skills and knowledge both on the job and through training courses
• Compensation in line with the market and substantial benefits
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