Market Risk Manager

  • £90,000 + Benefits
  • London, England, United Kingdom
  • Permanent, Full time
  • Aston Carter Ltd
  • 14 May 19

Market Risk Manager at Vice president level responsible for the analysis of FX options and rates risk management.

Role:

Global investment bank seeks VP level Market Risk Manager with a broad asset class focus across FX options, Rates, derivatives and commodities.

Responsible for overseeing the smooth running of the risk reporting, production, and review process, and making themselves aware of the significant market risks in the businesses they cover in the process.

As part of the Market Risk Management team, the role will have a focus on FX and rates, but with the wider team covering a broader remit of asset classes.

Key Responsibilities:

  • Design scenario stresses for market events to guard against sudden market volatility, as well as exposing the book's vulnerabilities
  • Conduct risk management for market risks: challenging the business as appropriate, whilst facilitating the business to grow in a scalable and controlled manner. Create and deploy metrics as required to monitor and control the business's risk.
  • Interact with key senior level stakeholders and represent directors at forums such as regulator meetings
  • Design scenario stresses for market events to guard against sudden market volatility, as well as exposing the book's vulnerabilities.
  • Manage the risk appetite and limit setting process for the business, weighing up factors such as budgets, market liquidity, and growth in products and client base.
  • Ensure strong governance is instilled and followed by the juniors in the team.

Key skills:

  • Very strong risk management experience across ideally with good level of exposure to whole FX asset class, both options and linear; G10 and EM.
  • Desire to develop strong FX and rates knowledge and work directly with the front office.
  • Strong proficiency in Excel
  • Very strong stakeholder management skills
  • Strong educational background in mathematical based subject.
  • Some Python experience is potentially of some possible benefit.

If this looks like an opportunity which you feel you could be good for and are interested in applying please send you CV to cjarvis@astoncarter (.com) or call Chris Jarvis on 02075327964 for more information.