~~~ RISK MANAGER INVESTMENT BANK – GERMAN SPEAKING ~~~ recruitment
- VaR calculation, analysis and reporting
- Monte Carlo simulation, back and stress testing
- Cross over with price testing and valuation teams
- Supervising a team and reporting to board level
Ideal candidates will possess a wealth of relevant experience within market risk management and have a comprehensive understanding of exotic derivatives, with a particular focus on interest rate or FX products. Candidates coming directly from the trading desk looking to step into a senior market risk role would also be suitable given solid knowledge of risk methodologies. The candidate will need to be highly numerate with a post graduate education in a mathematical discipline with ability to supervise others.
This is a fantastic opportunity to head up a growing team in a role that offers responsibility, exposure to a variety of functions and close interaction with senior management and front office.
Please apply online or alternatively call Khalid on (+44) 207 469 8955