Market Risk Portfolio Manager recruitment
The roles function is to model, monitor and measure portfolio level risk (across assets / business) within the bank by:
- Managing the aggregation of risk metrics for firm wide reporting and risk management
- Develop and run reports for senior management necessary to evaluate the result of proposed risk-reduction mechanisms
- Designing and initiating processes to reduce down-side risk at group bank level
- Disseminate top-level VAR for underlying drivers and expose hidden risk
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Develop and implement comprehensive methodologies for stress testing, measuring inter-asset class dependence and diversification effect in the bank’s portfolio of businesses
Basic Qualifications:
- Degree or equivalent
- Good Excel skills
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Market Risk experience
Preferred Qualifications:
- MSc/PhD in a mathematical subject and/or finance/MBA degree.
- Strong VBA skills. Experience with statistical software (R/Matlab/SAS) and SQL
- Market risk management and reporting experience. Experience with VaR – theory and practice, strong understanding of modelling and underlying assumptions.
- Multiple asset class (equity/credit/FX/rates) and derivatives eperience.
May 3, 2012
• Tags: Market Risk Portfolio Manager recruitment, Risk Management careers in the UK • Posted in: Financial