Market Risk Senior Manager – VP
- London, England, United Kingdom London England GB
- Permanent, Full time
- BSM Group
- 15 Mar 18 2018-03-15
A leading bank, driving the way in working environment within industry and an exceptional infrastructure is looking to bring on a senior manager within the market risk function here in London. The role is consultative in nature, having you challenging and leading on market risk assumptions throughout the function. Having a close partnership with front office, you will be a face to several business areas in recognising impacts of market risk and then performing best practice to limit those risks.
- A good understanding of financial product pricing and risk calculation (primarily interest rate risk, but also FX, equity and option risk).
- Strong technical skills to enable theory to be put into practice.
- Experience of using Murex or Adaptiv systems.
- Understanding of both Earnings (e.g. NII) and Value (e.g.VaR) risk analytics.
- Awareness of Interest Rate Risk in the Banking Book regulations.
- Advising colleagues about the market risk impacts of business and investment plans. Challenging assumptions, and producing user friendly analysis to ensure that good decisions are made.
- Working with Treasury Front Office on the market risk of new products.
- Leading the development of Murex and Adaptiv risk management infrastructure for new products. Developing a flexible function that reflects evolving business needs and the environment.
- Setting and monitoring a framework of risk limits and controls to make sure that risk management is effective and well managed.
- Active involvement in creating the Medium Term Plan and ICAAP.
- Developing the technical skillset of Treasury by helping colleagues through feedback and coaching, contributing to their development and providing ongoing support.
- Developing a broad understanding of all Treasury risk disciplines to ensure an understanding by stakeholders of the impact of Market Risk from all perspectives (economic, accounting, regulatory, rating agency, reputational).