Market Risk Manager (6 month contract) recruitment
THE COMPANY:
Our client is a market leader in the field of online currency trading services for retail and institutional traders. They are based in London’s City and have offices worldwide. They are seeking a Market Risk Professional with strong Market Risk knowledge and experience.
THE RESPONSIBILITIES:
- Ensure adherence to Market Risk policies and procedures
- Responsible for analysis and on-going monitoring of Market Risks
- Involvement in the development, maintenance and ensure accuracy of the VaR Model
- Analysis of Client positions and computations of stress scenarios
- Involvement in the constant improvement of the Market Risk Monitoring, Processes and Procedures
- Interface with the On-Exchange Desk and develop and maintain close relationships with the Desk
- Daily monitoring and due diligence of client positions, margins and risk limits including VaR
- Conduct scenario analysis testing on a regular basis for Market and Liquidity Risk
- Assist in various aspects of the ICAAP process and documentation related to Market Risk
- Assist with the development and improvement of Market Risk Reporting
- Assist in the development and maintenance of a Market Risk Profile
EXPERIENCE REQUIRED:
- Strong understanding of Market Risk preferably with experience as a Market Risk professional in a major Bank or Financial Institution
- Strong understanding and experience working with VaR Models essential
- Experience with management and oversight of an Options Book that involves all Options Strategies
April 16, 2012
• Tags: Equities careers in the UK, Market Risk Manager (6 month contract) recruitment • Posted in: Financial