Leading Financial Services Group are looking to recruit a senior professional to join as Market Risk Manager.
As a senior member of the Risk team, the Market Risk Manager will provide support and challenge to the various business unit in their management of market risks.The successful candidate will play a key role in the Group’s Market Risk Management Framework, will influence senior management and stakeholders on all market risk issues, providing regular updates on exposures, emerging trends, prevention and mitigation.
- Support the understanding of risk appetites, policies, limits and exposures. Provide independent and effective second line challenge on risk-taking.
- Preparation of risk management information and dashboards
- Continuous review and enhancement of risk reporting
- Design, maintain, and implement multi-factor & multi-period scenario analysis and stress testing across all market risk exposures (including fixed income, FX, equity, and multi-asset investment strategies.)
- Analysis of the market risk implications arising from new funding strategies, investment strategies, markets, products, processes, or regulatory requirements.
- Valuation of fixed income products (including Bonds, Repos, Loans, Deposits, Swaps and Short-Term Paper.)
- Lead and participate in major risk projects.
- 10 year’s experience in a similar role
- Degree in a quantitative discipline
- Proven track record in monitoring, measuring and managing substantial market risk exposures
- Understanding of global financial markets and a strong product knowledge- Bonds, Repos, Loans, Deposits, Swaps, and Short-Term Paper
- Experience in valuing complex and/or illiquid products
- Experience of analysing and reporting on the market risks arising from a multi-asset investment portfolio
- Excellent understanding of risk methodologies such as VaR and multi-factor stress testing.
- Strong understanding of treasury risk management systems.
- In-depth knowledge of Bloomberg.