Market Risk Reporting – Rates – AVP/VP – Tier 1 Investment Bank recruitment
Market Risk Reporting - Rates - Tier 1 Investment Bank
My client, a Tier 1 Investment Bank based in Canary Wharf has a new vacancy in their Market Risk Reporting department, working on the Rates team.
This is an excellent opportunity to join a market leading Tier 1 Investment Bank with an excellent reputation for Risk Management.
Main functions of the role include:
To be the point of contact for regional and global Risk Managers in relation to work carried out by the production of daily VaR for the Rates Business, including resolution of queries and ensuring completeness of VaR.
Production of daily risk reports for Senior Management, Front Office and Risk Managers, ensuring completeness.
Building and maintaining relationships across the bank from Risk Managers to upstream systems.
To ensure that policies and procedures are adhered to and standards raised, especially in relation to Key Reports and Limit maintenance
Produce management information (MI) on VaR changes/drivers and Position reporting
Periodic detailed reviews of risk for specific businesses to improve confidence in reporting
Requirements for the role are:
Solid and in-depth VaR experience
Expert level Microsoft Excel and Access knowledge, with VBA and SQL.
Market risk management/ reporting experience in Interest Rate products, including complex derivatives.
Prior experience in market risk management / risk reporting
Please get in touch for more information, my client is considering applications from AVP and VP level candidates.
