Market Risk Manager – Interest Rates

  • Market Rate GBP
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Greenwich Atlantic Associates
  • 24 Aug 18 2018-08-24

My client, a top tier investment bank, is looking for a desk-facing risk manager covering the Interest Rates business. The role involves a diverse range of risk management responsibilities and provides exposure across the sales and trading area.

The Role                                                                   

  • Daily monitoring of risk, including the use of tools such as VaR (value-at-risk) and scenario analysis as well as performing independent risk analysis.
  • Keeping abreast of relevant market events and drivers.
  • Maintaining an active dialogue with trading desks and other support groups regarding risk changes, risk representation, revenue, valuation and regulatory issues.
  • Communication of key risks to management.
  • Working with other Risk functions including Model Review, Risk Methodology, Capital and Risk Reporting.

The Candidate

  • Excellent academic background, including a degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering. A higher degree in any of the above areas would also be advantageous.
  • Candidates will be expected to show good judgment of risks and an understanding of risk areas covered, including markets, models and products. Familiarity with interest rate products and markets, in particular, will be an advantage.
  • Strong proficiency with Excel and VBA is required as is a good working knowledge of databases and SQL.
  • The successful candidate should also possess the intellectual curiosity to challenge the accepted wisdom and direct his or her own analysis.
  • Attention to detail, project management and prioritisation skills will be key in balancing daily deadlines with timely implementation of strategic projects.