Senior Market Risk Manager recruitment
Review limit frameworks to ensure these are within delegated risk appetite and approve limits within authority delegated by the Group Risk Committee.
Main responsibilities:
Weekly and monthly summaries of monitored activities, main strategies/positions/risks and ongoing issues.
Accurate and appropriate reporting and comments for Senior Management Information.
Active involvement in cascading of limits and ensuring risks are appropriately identified, measured and reported.
Participation in ongoing risk model testing, new product approvals, valuation issues
Skills and experience required:
Product experience in credit is necessary. Experience in ABS is desired but not necessary.
Extensive experience as a senior market risk manager, in business and/or Group market risk management teams
Extensive experience of identifying market risk issues and working out solutions to rapid timescales
Extensive experience with one or more asset class(es)
Ideally familiarity with wider risk issues (credit, operational) - desirable