Market Risk Manager – Fixed Income recruitment
My client is looking to bring in an experienced Fixed Income Market Risk Manager to join the European Market Risk team based in London. The individual will work closely with the Front Office, Risk Controllers, Risk Managers and Model Validation Quantitative Analysts
• Ideal grade: VP/D level or equivalent
• Strong quantitative academic background with at least a postgraduate degree in mathematics or equivalent
• Proven market facing experience in Rates market risk management
• A key part of the role will be to risk manage the Rates business which mainly comprises European government bond trading - as such experience of risk managing this area is mandatory
• In addition, experience of corporate bond trading, vanilla credit derivatives and MBS would be beneficial
• A trading background or a quantitative analyst/model validation background in addition to market risk management experience will be highly advantageous
• Being a hands-on role, regular desk interface experience is required
• Solid understanding of market risk measurement methodologies (sensitivities, VaR and stress testing) and market risk policy
• Experience of new product/business development due diligence and related testing
• Good understanding of model risk
• Knowledge of UK regulatory environment (FSA), namely CAD1 and CAD2 is mandatory
• Experience of performing due diligence on trades (pre-approvals)
• Experience of managing and developing risk limits
• Experience of RiskMetrics and Calypso beneficial
Please contact Charles Le Versha on 020 7509 8791 or charles.leversha@robertwalters.com to register your interest quoting 1683700 - DIF