Market Risk Manager – Strategic VaR recruitment
The role is for a Market Risk Analyst within the cross-asset class VaR team. You will be able to analyse movements and drivers of VaR, Stressed VaR, IRC down to the business line and product level, and work with the wider business units to drive the market risk strategy internally. They are looking for someone who can look at the bigger picture; you will work with the business to advise them on their day to day portfolio exposure and make recommendations on capital allocations.
Responsibilities include:
- Facing off to key stakeholders (i.e. Treasury, Finance Front Office) to explain at a level suitable to the stakeholder movements and drivers of the various models used. To be able to explain their linkage to market risk capital.
- To be able to analyse movements and drivers of VaR, Stressed VaR, IRC down to the business line and product level, and to be able to discuss this level of detail to ascertain the trading strategy behind such positioning.
- To package and present analysis to senior management, including a number of non-risk forums.
- To aid in the training and on-going education of team members.
Skills required:
- The applicant must hold a minimum of a university level degree or equivalent, post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an added advantage.
- Proven experience within a market risk department of an investment bank
- Strong product knowledge
- Strong market risk technical skills - in depth knowledge of VaR
If you would like to apply for this role or find out more, please apply online or contact Anna Purves at Robert Walters on 0207 509 8745 or anna.purves@robertwalters.com quoting the Job Reference 1642621/APC
June 2, 2012
• Tags: Market Risk Manager, Risk Management careers in the UK, Strategic VaR recruitment • Posted in: Financial