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A leading international bank are seeking an experienced market risk professional to be responsible for providing independent risk oversight of the firm's Fixed Income Securities portfolio focusing on derivative and security financing.
The key responsibilities in this role will be:
Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Working with senior risk managers in Volcker compliance program
Developing and maintaining an appropriate autonomous market risk limits framework with applicable limits and triggers
Autonomously monitor business compliance with the firm's market risk-related policies
Assist in credit product and product risk reporting and limit monitoring
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate follow-up actions
Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk
Small tasks/projects which constitute direct integration with trading businesses and market in general, a fantastic learning opportunity for credit market and products
Working with senior mentors on well-defined mid to long term projects that require technical skills and strategic planning, enabling development in analytical capacity and critical
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgement regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
The ideal candidate will have:
6-10 years relevant experience
Degree in a quantitative or financial discipline.
Knowledge of financial instruments and risk metrics
Quantitative skills including mathematics involved in risk estimation and modelling
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Ability to work collaboratively and with people at all levels of the organization
Excellent written and verbal communication and interpersonal skills
Ability to both work collaboratively and autonomously; ability to navigate a complex organization
Advanced analytical skills
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, Power Point) and SQL
Programming and/or database management experience
Get in touch with Miguel Diaz at Eames Consulting now to apply or to discuss in further detail
Eames Consulting is acting as an Employment Agency in relation to this vacancy.
Internal Number: 6543770
About Eames Consulting UK
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