Senior Trade Floor Risk Manager recruitment
Job description
The market risk manager will have the following responsibilities:
• Coverage of industry-leading equity, fx and commodities business
• Work with the Front Office, Credit, Finance, Valuation Policy group, Quantitative Research, Model Review Group, Finance and Middle Office as lead contact for all risk management issues
• Responsibility for setting Market Risk Limits framework
• Responsibility for defining best practice VaR and stress scenario methodology and analytics and fulfil a lead role in multi-year technology spend to upgrade market risk technology
• Highlight concentrated or concerning risk positions and work with Desk Heads and Business Head to ensure appropriate reporting, transparency and management
• Track current market environment against core risks to ensure PL surprises are avoided
Who we are looking for
The ideal incumbent will possess:
• Strong understanding of derivatives valuation and risk sensitivities
• Knowledge capital markets through direct experience in a risk management or trading role
• Excellent communication skills
• Strong computer skills including Excel. VBA and familiarity with UNIX environment is an asset
• Ability to deal in a fast pace environment
• Ability to work independently and without direct supervision
• A degree in finance or other quantitative discipline. CFA/FRM/PRM is desirable