Risk - Senior Associate / VP

  • Market Rate + Benefits
  • London, England, United Kingdom
  • Permanent, Full time
  • Maxis Investments Ltd
  • 12 Sep 17

London based securities and investment firm is looking for a Senior Associate/VP for risk management. The incumbent will perform all aspects of risk management of the firm.

• Perform day to day risk management with focus on credit and market risk management
• Calculate existing capital requirements and make future projections about the capital adequacy
• Contribute to the regulatory reporting and the preparation and updating of ICAAP report in coordination with  finance and compliance departments
• Perform regular and ad-hoc stress testing and scenario analysis as a part of capital adequacy projections and credit, market and liquidity risk management
• Monitor and analyze regulatory changes impacting the business and make necessary changes to ensure compliance with FCA rules and regulations
• Perform risk assessment of various business lines/ products and perform GAP analysis to improve internal controls
• Ensure compliance with internal codes, policies and procedures in coordination with compliance department
• Perform annual risk assessment and due diligence of all financial counterparties and corporate clients 
• Prepare firm-wide risk reports to be presented to senior management on monthly basis
• Communicate with external auditors regarding queries related to risk department

Essential Skills:
• Advanced degree in quantitative subject such as finance, econometrics, mathematics etc.
• Good knowledge and understanding of  financial markets and  instruments and especially valuation and pricing of Derivatives 
• Experience and expertise in stress and scenario analysis
• Strong numeracy and report writing skills
• Advance knowledge of Excel & VBA; Build spreadsheets and coding.
• Knowledge and experience of collateral assignment & management  including a strong understanding of risk and capital adequacy ratios and CRD IV
• Knowledge and Expertise in aspects of regulatory regime such as credit and counterparty risks assessments in accordance with CASS 6 & 7, market risk, COREP, own funds requirements, EMIR Risk Management Standards, COREP and Asset Encumbrance.  etc.
• Strong time management skills and ability to cope under pressure
• Proficiency in Bloomberg