Market Risk Reporting, Traded Credit recruitment
Responsibilities of the role to include the production of daily risk reports, as well as ensuring the completeness of reports generated (producing MI on any exceptions experienced). Generation and calculation of VaR numbers and managing VaR controls, limit monitoring and the build and running of data quality checks.
The ideal candidate would come from a strong Market Risk background, with hands on experience of risk report production for use by Senior Risk Managers and the Front Office business. The candidate will also possess demonstrable experience of Traded Credit trading businesses and products to cover Flow Credit, Structured Credit and Securitised Products. Strong knowledge of Market Risk methodologies is required (VaR calculation, limit monitoring etc) as will a technical toolkit to include advance proficiency with VBA, SQL for use in the development of tools, reports and automation.
In return for their expertise, ideal candidates can expect a good compensation package of base, bonus and benefits, as well as the opportunity to work for a globally respected financial institution. Apply in confidence with a copy of your CV and cover letter detailing your relevant experience.