Market Risk Manager

Responsibilities:

In this role, the successful candidate will support the Head of Market Risk by focusing on project related activities, as well as backfilling BAU activities. The candidate will be supporting activities for Market Risk across the banking arm and securities business under a dual-hat arrangement. Under this arrangement, the candidate will act and make decisions on behalf of both the Bank and the Securities business, subject to the same remit and level of authority, and irrespective of the employing entity

• Assess capital and FRTB SA metrics
• Analyze FRTB IMA metrics, and contribute to any UAT required for system changes.
• Analyse and assess the impact of the firm’s trading and banking positions both at a micro and macro level
• Ensure adequate limits and risk frameworks are in place aligning with the firm’s overall risk appetite and desk mandates

Skills desired:

• Market risk experience , especially with VaR, sensitivities and stress testing signoff
• Strong knowledge of market risks across at least one of the following asset classes: Debt Capital Markets, Corporate and Investment Banking, Structured Financing trading (primarily fixed income).
• Understanding of capital markets and product
• Thorough understanding of VaR and stress testing.
• Understanding of valuation models relevant to the business
• Understanding/knowledge of MI tools (Business Objects, SQL server and Power BI

If interested, please apply below. Chris.norton@goodmanmasson.com

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.