Market Risk Manager

  • £450-900 PER DAY
  • London, England, United Kingdom
  • Contract, Full time
  • HFG , EA Licence No: 14C7034
  • 06 Feb 18 2018-02-06

HFG have partnered with a leading Risk Analytics business who are looking for a team of Market Risk Professionals to work on a long term project. The client has opportunities based in London and the Netherlands.

Working as part of the FRTB program, you will work with stakeholders across Risk Management and Front Office with a focus on Equity or Commodity Derivatives to support a number of projects including: 

  • Risk System Implementation
  • Develop /define modellable and non-modellanle risk factor framework
  • Develop scenarios for stress testing 
  • Develop proxy methodology for historical market data
  • Document analysis, testing and processes. 

Requirements

  • Strong risk knowledge with a particular focus in Equity and/or Commodity derivatives. 
  • Excellent level of understanding of quantification of market risk metrics
  • Sound knowledge of FRTB

Please note that I have a range of opportunities ranging from Assistant manager to director level with rates from £450-900p/d.