Market Risk Managers multiple positions £55K to £85K recruitment
My client, a Top Tier Financial Services Institution, has multiple vacancies within Market Risk all focused on the Investment Banking space. The roles cut across Methodology implementation, Regulatory Basel 2.5 III, as well as Pricing validation.
The roles are an excellent chance to join a top performing team which is expanding rapidly. They are predominantly within risk management, and the business analyst/project management space. Ideally suited to talented individuals who possess either a Master's degree or PhD, as well as Investment Banking experience with a top tier institution, they offer excellent industry exposure, management great career development prospects.
The Key skills break down into several broader areas of focus, however specialists with in-depth subject matter expertise will also be considered. They are more quantitative than qualitative in nature, and you will work closely with both the front office traders and the quant modellers, so superb relationship management skills communication are essential:
- CVA, CVaR, VaR, CAD 2,3,4 including strong Methodology experience, and testing and model validation exposure. The role requires and deep understanding of capital markets, ideally across multiple asset classes - Fixed Income, Equities, Credit - in both flow and non-flow products. However, 'deep dive' knowledge of at least one highly structured product e.g. derivatives - is also essential.
- Basel II 2.5 III: a regulatory focus on capital adequacy, with knowledge of GENPRU BIPRU handbooks, as well as experience of VaR, CVA, PFE, EPE. In addition people with an in-depth understanding of OTC derivatives clearing will be considered.
Finally - Pricing and validation, across - Rates/FX, Credit or Commodities - encompassing many of the key skill sets above, VaR, Stress testing, back testing CVA etc.
There are approximately 30 positions with salaries ranging from £55K base to £80K. My client is actively interviewing now, strong candidates will be seen at short notice so please forward your CV immediately.
