Senior AVP/ VP Market Risk – VaR Analyst recruitment
The role is for an experienced market risk analyst t join the Consolidated VaR Reporting Team. The individual will be expected to lead and drive several key inter intra department relationships, presenting packaging analysis to this diverse varied forums. As a senior member of a 12 person team they will be expected to design lead training of junior team members of other SRM staff members. The team is spit between London Mumbai, the london team focus on the VaR analysis the internal stakeholder management between various business units (e.g. Front office, Finance Tresaury)
THE ROLE INVOLVES:
Key tasks within the role will involve but are not limited to:
- Facing off to key stakeholders (i.e. Treasury, Finance Front Office) to explain at a level suitable to the stakeholder movements drivers of the various models used within SRM. To be able to explain their linkage to market risk capital.
- To be able to analyse movements drivers of VaR, Stressed VaR, IRC down to the business line product level, to be able to discuss this level of detail within SRM to ascertain the trading strategy behind such positioning.
- To package present analysis to senior management both within SRM without, including a number of non-risk forums.
- To aid in the training and on-going education of team members.
Qualifications:
- The applicant must hold a minimum of a university level degree or equivalent, post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an added advantage