Senior Manager Market Risk Capital Management recruitment

The successful candidate will support the Head of Group Market Risk Reporting Analysis to develop and enhance the market risk capital framework, ensuring that the decisions are commercially sensitive, supportive of the Group's and individual businesses, strategic objectives whilst offering appropriate challenge at all levels of the business.

and will:-

Challenge, analyse and understand material changes to the Group's Market Risk capital exposures and be able to respond to queries in an informed fashion

Manage the Group's market risk capital plans and prompt escalation and avoidance of any unexpected surprises

Generate market risk capital submissions to senior management and regulators

Co-ordinate of and provide clear guidance on market risk regulatory applications

Oversee and manage of regulatory defined market risk mitigation issues

Ensure the Group's senior management (Executive and Non Executive) are kept informed of key issues and suitably advised of potential outcomes and possible mitigation actions

Ensure the relevant policies and procedures are kept up to date and strictly adhered to

Develop systems and processes supporting the market risk capital reporting framework

Produce specific analysis or proofs as required by senior management, the business and regulators

Candidates must have:-

Familiarity with market risk models and rules
Reviewing scenarios, deals and structured transactions from a regulatory capital perspective
Highly motivated, with a proven ability to work under own initiative within a challenging/dynamic work environment
Strong team player with good organisation, planning and leadership skills
Excellent interpersonal skills, including oral/written communication and influencing skills
Strong working knowledge of market risk management techniques, systems and processes to be able to analyse and understand material changes to the Group's risk and capital exposures
Technical expertise and interpretation of regulatory capital regulations for market risk