Market Risk Manager – AVP recruitment
As a Market Risk Manager your skills and qualifications will ideally include Experience of risk management or trading of prime services and delta one strategies and a good understanding of risk measurement frameworks, particularly Value at Risk (VaR), Stressed VaR, IRC.
Ideally, you will be educated in a numerate discipline and possess post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA.
You need to be able to demonstrate proven experience within a market risk department of an investment bank, possess trong product knowledge and have some team management experience.
As a Market Risk Manager your main responsibilities will involve leading and driving several key inter and intra department relationships, presenting and packaging analysis to them. Furthermore you will face off with key stakeholders – Treasury, Finance, Front Office, etc. – to explain at a level suitable to stakeholder movements and drivers of the various models used in the Strategic Risk Management Department (SRM) and explain their linkage to market risk capital
Additionally, you will analyse movements and drivers of VaR, Stressed VaR, IRC down to the business line and product level and be able to discuss this level of detail within SRM to ascertain the trading strategy behind such positioning.
This is an excellent opportunity within a global, tier 1 institution. Please submit your CV for a full job description.