Market Risk Manager, investment risk, Pensions/Retirement Business, London Market Risk Manager, investment risk,  …

Non-disclosed
in London, United Kingdom
Permanent, Full time
Last application, 20 Jun 21
Competitive
Non-disclosed
in London, United Kingdom
Permanent, Full time
Last application, 20 Jun 21
Competitive
Our client, a FTSE 100 company, is one of the world's largest pension and retirement businesses with a highly respected brand. They are looking for a senior Market Risk Manager to join their investment risk function, with responsibility for the independent oversight of Market Risk, Liquidity and Asset/Liability Management.

Requirements 

  • Independent oversight of Market Risk, Liquidity and Asset/Liability Management
  • Challenging investment decisions and decisions from a market risk perspective
  • Use quantitative methods and models to help build out risk frameworks 
  • Analysis of market risk and impact on credit investment portfolios (multi-currency)
  • Advising on large transactions ensuring pricing allows for market risk 
  • Helping do design and develop Management information (MI) framework for mark risk
  • Working with IFRS accounting as it pertains to investment portfolios
  • Ensuring conduct risk is embedded into day-to-day operations to ensure the best customer outcomes. 

Responsibilities 

  • Undergraduate degrees - maths or quantitative related field (Master’s degree preferred) 
  • CFA Charterholder, FRM or similar qualification 
  • 10+ years experience in financial services risk management
  • Ideally previous experience with a bulk annuities business
  • Previous experience of Market risk, credit risk 
  • Understanding and experience of Asset/Liability Management/hedging
  • Deep understanding of derivatives
  • Working knowledge of solvency II/ matching adjustment 
  • Understanding and experience dealing with capital adequacy standards
  • Ability to deal with large data sets (VBA essential - Python/SQL or rother coding nice to have)
  • Microsoft office 
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