Highly successful, fast growing bank, supported by a strong balance sheet is hiring in their risk function to focus on the banks’ management of traded market and liquidity risks.This will suit someone who is data savvy in VBA or SQL, who has experience in stress testing of VaR, Liquidity Risk and Cashflows.
Risk is an established global team within the bank, sits on the trading floor and plays an integral role in ensuring second line of defence practices are embedded within the bank. You will be a key contributor for overseeing and challenging traded market and liquidity risk with the banks trading desks and the treasury team. This role will suit an individual with a strong blend of traded market risk and liquidity risk, in particular, with product knowledge of equities and fixed income.
- Experience of assessing risk and setting limits with traders taking risk with products covering derivative, equities, FX, FICC, DCM, ECM, structured products etc
- Experience of direct interaction with traders, ideally from a function located on the trading floor
- Experience of assisting or authoring risk management policies or methodologies
- Demonstrable expertise in defining risk stress models (ideally market risk or liquidity risk)
- Experience or strong awareness of the regulation driving enhanced liquidity risk management
- Excellent knowledge in quantitative techniques and economic capital
- Advanced knowledge of computer programming such as SQL and VBA.