Market Risk Reporting – Credit Products – AVP recruitment
This high profile team delivers market risk reporting (VaR production and position reporting) across asset classes on a daily basis; to senior management, risk managers and to the desks. Alongside senior management you will work on the production of daily risk reports that are sent to front office market risk managers, trading desks, senior management for traded credit business.
Responsibilities include:
- Production of daily risk reports that are sent to front office market risk managers, trading desks, senior management for traded credit business.
- Ensuring completeness of risk reporting. Building and maintaining relationships across the bank to maintain risk reporting completeness and accuracy (and produce MI around exceptions)
- VaR production i.e. generating the VaR numbers on a daily basis and liaising with the front office risk team (who sit with the traders), to obtain signoffs on the daily VaR numbers, on a timely basis. This includes managing VaR controls, exceptions and limits monitoring.
- Building and running data quality checks around the in-house credit products position reporting system
- Managing relationships with other operations teams that are responsible for maintaining data (time series, ratings, issuer information, book information etc) and with IT teams who are responsible for sending the position and risk feeds to the position reporting system and to the VaR production system.
- Assist with project work focused on new reports, controls, processes and/or risk methodologies
Skills required:
- Preferred- Post Graduate or Professional Qualification in a numerate subject/finance/business degree
- Traded credit risk management/ reporting experience
- Prior experience in market risk/ risk reporting/ data validation/ VBA SQL
- Ability to communicate effectively
- Must have Advanced Excel/VBA skills and preferably SQL skills to build tools that will help in carrying out the responsibilities in this role
If you would like to apply for this role or find out more, please apply online or contact Anna Purves at Robert Walters on 0207 509 8745 or anna.purves@robertwalters.com quoting the Job Reference 1668180/APC
June 12, 2012
• Tags: Market Risk Reporting – Credit Products – AVP recruitment, Risk Management careers in the UK • Posted in: Financial