Market Risk Senior Manager – VP

Treasury
Published
26th January 2018
Location
London, United Kingdom
Category
Job Type
Permanent
Salary
Negotiable

Description

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.

Responsibilities:

  • 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).

For any more information please email declanstark@bsmgroup.com

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