Market Risk Operational Manager
The role involves operationally managing Market Risk systems, to report Standard Stressed VaR, Stress Testing, Risk Sensitivities, Risks Not in VaR and Incremental Risk Charge. To perform key market risk operations, controls and data validation checks on the market risk system.
You will also contribute to risk methodology discussions to support New Product Change Requests, respond to Front Office queries and sign off on behalf of Risk Platforms.
There will be significant project work as well as day to day BAU responsibilities
The role will involve extensive liaison with other departments and so requires someone with good communication skills
Experience Required
*At least a 2.1 degree in a Finance/Maths based discipline.
*Solid experience working within Market Risk in a Financial institution
*Experience of "Value at Risk"
*Understanding of IR / FX / Credit Products
*Risk systems experience
*Advanced use of VBA, Excel SQL
Empiric Solutions is acting as an Employment Agency in relation to this vacancy.
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