Market Risk Manager – Big 4 – 80K€
Dans le cadre de son développement d’activité et de sa croissance dans le domaine du Risk Management, nous recherchons pour un Cabinet de conseil très réputé appartenant au “BIG 4” un Market Risk Manager.Au sein du département Risk Management et sous la direction du Directeur Associé, vous avez les responsabilités suivantes : Responsabilités techniques : Auditer les modèles de valorisation utilisés pour les produits dérivés (produits sur taux, actions, change, crédit, etc.)Mesure de la robustesse des modèles via des BacktestingProduction de dispositifs de stress-testing marchéRédaction Read more […]
VP-Market Risk Manager, FX/Rates recruitment
Main Responsibilities:-• Oversight of the trading activities and risk management process• Develop, test and implement the risk infrastructure to facilitate risk oversight; including product approval; setting limits and controls; construction of rates and curves; models and pricing functions; stress testing; Value-at-Risk methodologies; developing risk and reporting framework; regulatory and compliance requirement.• Ensuring all material market risks are identified, measured and managed;• On-going development and maintenance of risk measurement methodologies, risk limit framework and Read more […]
Market Risk Manager – Rates and FX recruitment
Main responsibilities:Analyse the market risk exposures within the Rates and FX Trading business area. Perform a daily analysis on the evolution of the VaR and the key Risk metrics.Responsible for the accuracy of the VaR number, the detailed explanation of the major changes of the VaR numbers as well as the relation between VaR and to PL changes.Implement and develop an appropriate risk reporting process for the Rates amp; FX Trading portfolios, highlighting the key Market Risks Factors and their potential impact on the PL, using simulation tools.Skills and experience required:Very good knowledge Read more […]
Market Risk Manager – Energy Trading House
Our client is a global energy major with an exciting business within the European Gas and Power trading markets head quartered in London, they trade successfully across LNG, Gas and Power. Due to growth they are looking to add to their market leading Risk function with a Market Risk Manager who will report into the Head of Market and Credit Risk. With three direct reports the Manager of Market Risk is responsible for making recommendations to the Head of Energy Market Credit Risk and the Risk Control Committee to improve reporting and operational risks associated with the trading lifecycle and Read more […]