Non Traded Market Risk
A globally renounced banking brand requires a strong all-round modeller / analyst who can run, maintain and further develop the existing Interest rate risk in the banking book models as well as develop new models.
You will also be tasked to drive and own the design, implementation, improvements, methodology, and processes for monitoring and managing non traded market risk including Interest rate risk, FX and credit spread risk in the banking book and be involved and develop the capacity for longer term forecasting of non-traded market risk exposure.
To find out more information on the above role and for a confidential discussion please contact Tom Alcorn on 0203 465 0115.
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