Market Risk – Projects – Tier 1 Bank – London recruitment
My client, a Tier 1 bank, is going through expotential growth globally in terms of its derivatives platform.It has won several industry awards globally for its performance across all asset classes. It is going through one of the most major advancements in its Risk Management function to the FO in the city and manatain its excellent ratings with regulators across the globe.
They are currently looking to boost the Market Risk Projects functions and main duties include:
Spec and test new system functionality and explore potential applicability outside development scope.Provide tactical solutions to facilitate risking and identify system enhancements to allow risking of new products in the Fixed Income, FX and Emerging Markets.Contribute to the development of risking methodologies for new structures and products.Represent the department in various working groups and communicate timelines, progress and dependencies to other parties in the Bank.Maintain up to date knowledge on risking practices, systems infrastructure capabilities, and risking framework interdependencies within the Bank.Constantly investigate enhancements of risk practices, processes and controls. - Assist members of the department on issues arising in project work or in daily VaR production.Work as a member of an effective team, contributing to the needs that may arise on an ad hoc basis without loss of generality to current projects or work processes.
Your Experience in a top tier institution exposed to Market Risk or Product Control and have:
- Excellent analytical and problem solving skills
- Good knowledge of derivatives products and structures, mainly fixed income and credit products.
- Very Good market risk management knowledge (VaR methodologies, scenarios/stress testing, sensitivities/Greeks)
- Excellent Excel/VBA skills
- Excellent analytical and problem solving skills
- Good knowledge of derivatives products and structures
- Understanding and experience in project lifecycle techniques
- Good documentation skills, experience with writing business requirements and testing documentation
- Strong and tailored communication skills with different stakeholders (Risk Managers, IT) Attention to detail - Ability to drive projects
- Team player, ambitious/focused.
There is a real opportunity to learn Market Risk from a multi asset class environment and this is a career move with paths in to Quant Basel III/CCR role as well as Front Office readilly availible.
My client is interviewing now for this urgent role so call me or send your cv asap in complete discretion.
