Market Risk Limits Manager recruitment
The role directly reports into the Head of Market Risk Governance and requires the incumbent to closely support the Head of Market Risk Policy in duties such as:
- Overseeing the market risk limits framework, specifically limit authorities, limit setting, breach management, data analysis reporting.
- Preparing and presenting relevant market risk limits governance metrics to the Market Risk Policy Committee (MRPC).
- Writing market risk limit policies and procedures.
- Assisting with the development of the market risk policy framework by writing policy and key operating procedure documents.
- Submitting requirements for all limits governance related functionality to Market Risk IT for inclusion in the market risk limits system and related infrastructure.
- Designing and developing bespoke reports for use by MRM including senior management and potentially FO owners. Convert into specifications and deliver to IT for productionisation.
- Ensuring that new regulatory or other requirements are implemented into the limits framework and its supporting infrastructure by the appropriate MR groups, in a timely manner.
- Communicating effectively the changes that arise in the limits governance area impacting on the Market Risk Management and Market Risk Operations departments.
You will have:
• Understanding of risk appetite, limit calibration, cascading, limit setting and excess management.
• Sound knowledge of market risk management, financial products, process infrastructure.
• Understanding of the regulatory and legal framework impacting market risk management
• Excellent documentation skills.
• Strong verbal communication/presentation skills and good ability to interact confidently and effectively with senior management in formal and informal settings.
• Excellent MS Powerpoint presentation skills.
• Ability to meet tight deadlines and deliver on-time against medium to long-term deadlines.
To enquire more, or apply for this position, please contact Aaron.Crowley@bruin financial.com or call 02031453379.