Market Risk Manager, Credit
- Work with senior risk managers to develop/enhance risk reports and tools to facilitate monitoring and control of market risks for the credit businesses.
- Work with IT and reporting functions to ensure that risk information and feed data is robust, timely and accurate.
- Ensure that all documentation/procedures meet regulatory and audit requirements.
- Streamline existing reporting processes
- Perform quantitative and qualitative analysis of risk positions of the trading desk.
- Determination of the daily risk position, ensuring completeness in capturing all risk positions on the desk.
- Monitoring of risk positions against market risk limits,
- Ad-hoc market trend and risk analysis. Ability to relate market events to risk positions and analyse risk accordingly.
- Understand and explain drivers of VaR and ensure completeness.Assist in production of daily risk reports.
The successful candidate will have good written and verbal skills, a strong governance mentality and good attention to detail. They will be a self starter, with ability to think independently and pro-actively drive tasks through to completion.
Key skills required:
- Masters in Finance or Quantitative Sciences
- Experience of VaR and stress testing
- Advanced Excel, SQL, VBA.
- Experience in a market risk related role.
- Knowledge of credit trading businesses
- Good understanding of financial risk metrics
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