VP Market Risk Capital
The role is for an experienced market risk analyst (senior Vice President) within the VaR Consolidated Risk Team as part of the Strategic Risk Management Department. The individual will be expected to lead and drive several key inter and intra department relationships, presenting and packaging analysis to this diverse and varied forums. As a senior member of an 18 person team they will be expected to design and lead training of junior team members and of other SRM staff members.
Key tasks within the role will involve:
- Facing off to key stakeholders (i.e. Treasury, Finance Front Office) to explain at a level suitable to the stakeholder movements and drivers of the various models used within SRM. To be able to explain their linkage to market risk capital.
- Manage and lead a part of the consolidation team, including ensuring their ongoing development, ability to get involved in the day to day activities of team members and assist in streamlining work and developing business solutions.
- Able to analyse movements and drivers of VaR, Stressed VaR, IRC and RNIV down to the business line and product level, and to be able to discuss this level of detail within SRM to ascertain the trading strategy behind such positioning.
- Package and present analysis to senior management both within SRM and without, including a number of non-risk forums.
- Drive Risk Management Risk Appetite strategic planning for group and legal entities
- Aid in the training and ongoing education of team members.
Qualifications
- A good understanding of risk measurement frameworks, particularly Value at Risk (VaR), Stressed VaR, IRC and RNIV, Basel 2.5 capital requirements
- A degree-level education (or equivalent) in a numerate discipline – post graduate qualifications within a relevant fields i.e. CFA, FRM, PRIMA would be an added advantage
- Proven experience within a market risk department of an investment bank
- Strong product knowledge in either one product area or good product knowledge across a diverse range of products
- Proven experience in managing and developing staff
- Operate autonomously, to drive a project / task forward and produce an end state product that can be presented to senior management with minimal required revision.
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