VP/D Market Risk
Key Responsibilities:
In this role you will analyse and assess the impact of the firm’s trading positions both at a micro and macro level. In addition, you will work closely with trading staff to fully understand and highlight inherent market risks and define practical solutions. You will also need to ensure adequate limits (VAR and Greeks) and risk frameworks are in place aligning with the firm’s overall risk appetite and desk mandates.
You will work closely with the Front Office and support departments to establish new business activities and introduce new products. Your responsibilities will also include the preparation of market risk reports and updates for the weekly Management Committee meetings and other senior level meetings such as the Executive Committee and Board Risk Committee.
In addition, you will proactively contribute to wider Risk issues and initiatives and input into Management Information, including risk-adjusted performance measures, to facilitate better business decisions and resource allocation.
Skills Experience:
You need to be able to demonstrate significant experience working within Risk Management. You must possess strong product knowledge, covering a broad range of asset classes; experience in Rates, Credit and/or Commodities would be highly beneficial. You also require a strong understanding of risk metrics with the ability to implement strategic change and have strong academics and relevant professional qualifications/accreditations.
Personal Requirements:
It is mandatory that you can demonstrate strong problem solving skills and be highly numerate. You will have excellent communication skills with the ability to collaborate with front office and support functions. A strong team player with a professional approach you will also possess a strong attention to detail and have the ability to manage large workloads and tight deadlines.
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