Project Manager
London investment bank. Phe primary focus of the role is to act as a project manager within the core market risk systems team, focussed on improvements to risk calculation and reporting. A firm grasp of market risk is required to understand project context and requirements, and to be able to coordinate and drive delivery.
Main Duties
- Project management of a variety of risk system initiatives, including planning, governance, communication and project reporting. These initiatives will include CRD3 and Basel 3.
- Provide business solutions and problem solving to improve risk calculation and reporting across asset classes.
- Oversight of production of project deliverables, including business requirements and test plans relating to new functionality. Represent the department in various working groups.
- Maintain up to date knowledge of risk practices, systems infrastructure capabilities, and risk framework interdependencies within the Bank.
- Continuously investigate enhancements to 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.
Person Requirements :
Post graduate degree in a numerate/quantitative subject preferred.
Project Management qualification.
Experience in a top tier institution exposed to Market Risk regulatory programmes i.e. Basel, CRD3, IRC, CRM, APR - this is essential
End to end project management / delivery experience and business analysis - essential
Good knowledge of derivatives products and structures.
Market risk management knowledge (VaR methodologies, scenarios/stress testing, sensitivities/Greeks)
Experience in Risk modelling
Market Risk systems experience