Market Risk

  • £Attractive Package
  • London, England, United Kingdom
  • Permanent, Full time
  • Citifocus
  • 17 Nov 17 2017-11-17

The role carries responsibility for providing technical risk expertise within the counterparty credit space. Applicants are required to demonstrate risk model review experience and a strong quant background. Market Risk experience across a range of asset classes is preferred.

High calibre individual with a strong academic background and a risk management background that will ideally be market or counterparty credit risk gained from an international bank or from a major consultancy. 
The successful candidate will demonstrate a good understanding of risk methodologies, excellent critical analysis skills and an appreciation of robust vs weak risk management.  Knowledge of cash and derivative products across a range of asset classes is essential, together with excellent quantitative skills.  A strong first degree in a numerical subject is essential and an advanced degree of relevant professional qualification (CFA, FRM, etc.) would be an advantage. 
The role carries responsibility for providing technical risk expertise within the counterparty credit space. Focussing on the CCP environment specific responsibilities will include the analysis and assessment of stress testing and the measurement and modelling of counterparty credit risk. 
Applicants will demonstrate confident communication skills and the gravitas essential to be credible with a senior audience of banking professionals.  In addition to strong technical risk management ability the role requires superior negotiation and stakeholder management ability.