Market Risk Senior Manager – VP

  • Negotiable
  • 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.

Ideal Candidate:

  • 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).