Market & Liquidity Risk Manager, VP
Global bank seeks a VP level Market and Liquidity Risk Manager as part of its expanding Risk function.
The Market & Liquidity Risk team is responsible for independent review, challenge, analysis and oversight of all sources of Market & Liquidity risks including source, direction, magnitude, and concentration. This is done through the overall "risk team" effort in establishing, developing and maintaining a robust risk management framework that supports the identification, assessment and management of Market & Liquidity risks.
Specifically: The role will support the London Head of Market and Liquidity risk to provide independent oversight on market and liquidity risk across all businesses in London.
The role will ensure that Market and Liquidity risk exposures are within pre-agreed tolerances & risk appetite and adhere to the corresponding regulatory requirements and ensure Monitoring and Testing happens effectively for Market and Liquidity Risk.
The role will be instrumental to bring the London office to best practice level on: Stress testing, Back Testing, RNIV and P&L attribution. The role will be fluent in industry leading practices pertaining to market & liquidity risk management and assists the risk team in building a robust framework
Strong knowledge of Market & Liquidity risk best practice and methodologies.
Strong knowledge of Trading Products and understanding of risk management systems. Expert knowledge of Market & Liquidity Risk regulatory requirements, current and pending including External Authoritative criteria.
Excellent knowledge in quantitative techniques and economic capital and understanding of regulatory expectations and trends. Business acumen and financial expertise including an understanding of financial methodologies (capital).
Experience in roles requiring product and process management, implementation ng industry
Advanced knowledge of computer programming such as SQL and VBA. Skills:
Highly developed presentational, oral and written communication skills; Highly developed analytical skills;
Advanced mathematical/modelling/numeracy skills; Ability to work accurately in a very time sensitive environment; Ability to prioritize and organize multiple tasks and deadlines; Strong ability to address and resolve complex or abstract problems;
Good analytical and problem solving skills including the ability to distil key issues from extensive information; Ability to distil key issues from extensive information; Strong organisational skills and ability to deliver and implement process changes Quantitative degree, Bachelor's/Master's degree mandatory
Morgan McKinley is acting as an Employment Agency in relation to this vacancy. Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.