Market Risk Manager x 3 Market Risk Manager x 3 …

Brickendon Consulting Ltd
in London, United Kingdom
Permanent, Full time
Last application, 21 Jun 21
Competitive
Brickendon Consulting Ltd
in London, United Kingdom
Permanent, Full time
Last application, 21 Jun 21
Competitive
Posted by:
Pierre Velinor • Recruiter
Brickendon Consulting Ltd
Posted by:
Pierre Velinor
Recruiter
Brickendon Consulting have existing projects with a number of banks, asset managers & hedge funds firms across and have been engaged to provide teams of Risk Managers to deliver Risk Projects.

Brickendon Consulting have existing projects with a number of banks, asset managers & hedge funds firms across and have been engaged to provide teams of Risk Managers to deliver Risk Projects. 

 

As Risk Manager your responsibilities will be as follows;

  • Monitoring of XVA positions with respect to market conditions, regardless of whether close or in excess of limits, and escalation of any identified inappropriate activity to senior management.
  • The particular role will cover all the topics related to XVA risk management and SA CVA (accounting + regulatory)
  • Responsibility for risk associated to both accounting and regulatory CVA
  • Ensures CVA capital is appropriately calculated
  • Support the implementation of SA CVA deliverables
  • Reviewing new initiatives on the XVA topic to identify material risks and ensuring effective controls surround these to ensure appropriate risk management occurs.
  • Provision of CVA risk management information to senior management as necessary to enable decision making with regards to positions.
  • Implementation of the systems in line with MRMac strategy to ensure that the market risk function is able to effectively and efficiently perform its core functions.
  • Support joint initiatives between Market Risk and Traded Credit on CVA / CVA VaR
  • Support the strategic developments on CVA VaR.

As a Market Risk Manager you will possess the following skills and experience;

  • A minimum of 5 years working experience in the Finance services industry
  • Qualification in finance, accounting, business management with PhD or MSc in Quantitative Subject
  • Robust knowledge of credit and rates markets
  • Robust understanding of derivatives products
  • Detailed understanding of counterparty risk management principles and the regulatory changes
  • Ability to interact with front office & market risk managers and understand complex demands
  • Ability to obtain data from multiple sources, analyze information
  • Ability to work under pressure and to tight time-lines.
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