VP - Market & Liquidity Risk Manager
- £80,000 - £100,000 Basic + Bonus + Benefits
- London, England, United Kingdom London England GB
- Permanent, Full time
- Gresham Hunt
- 16 Mar 18 2018-03-16
Gresham Hunt are recruiting for an experienced Market & Liquidity Risk Manager at VP level for a boutique Financial Services firm in London.
This firm a boutique Financial Services firm with an excellent reputation in the industry both in the UK and internationally.
They are looking for a highly experienced technical professional to lead out their Market & Liquidity Risk division from their London office. They are based in the city and this position will have coverage across the divison globally.
The function of the market & liquidity risk department is to identify, measure and monitor the market and liquidity risk exposures taken by the company and ensure that they are managed within its risk appetite. The market & liquidity risk function is governed by the Risk Management Committee
- Responsible for Market and Liquidity Risk policies.
- Management of Market and Liquidity risk department.
- Oversight of the monitoring and analysis of market and liquidity risks (e.g. VaR, stress testing, P&L investigation, RNIV, IPV, new product & market developments).
- Design of the ILAA and the relevant stress models.
- Reporting to Market Risk and Liquidity Risk committee. (e.g. back testing analysis, detailed long term analysis, model validation assessments).
- Creation of ICAAP stress models.
- Management and oversight of risk controls, including real time monitoring, around electronic platforms.
- Maintaining up to date knowledge of all relevant regulations pertaining to market and liquidity risk
- Review, aggregate and provide independent second line opinion on Liquidity & Market Risk reporting for inclusion in Executive and Board level reporting.
- Ad hoc tasks as required by senior management.
- Working in the Financial Services regulated environment.
- Risk management within commodities and FX.
- A broad knowledge of OTC and listed derivatives.
- Understanding of trading strategies and portfolio risk.
- Extensive knowledge of market risk, technical skills and expertise.
- Strong knowledge of risk-related regulations (e.g. Capital Requirements Regulation) and their application within the industry sector.
- Designing and developing market and liquidity risk models.
- Designing and developing xVA models.
- Designing Market and Liquidity risk policy documents.
- Designing Market and Liquidity risk procedures.
Please contact email@example.com for more information