Market Risk Manager – Trade-floor based – Leading International Investment Bank – Rates or FX background
My client, a leading International Investment Bank has a requirement for a trade-floor based Market Risk Manager to work across all the asset classes traded.
The role is to set up and run a new operating model for initial margining calculation for counterparties based on a VaR measure.
The successful candidate will set up this new regulatory requirement, work with the change teams to ensure the risk engines are updated, set up new reports, controls and infrastructure and run this new area for the bank.
Requirements:
- Trade-floor Market Risk Management experience
- Solid understanding of Rates and/or FX products inc derivatives
- Excellent understanding of VaR models
- Open to a cross-asset Market Risk Management role
- MSc in a quantitative/numerate subject
- Project / Regulatory exposure
Please get in touch with Alex Cosgrove for more information and to apply
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