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Market Risk Manager

Job Seekers United Kingdom Risk Management

Job Summary

  • London
  • Contract
  • BBBH772972
  • Jan 08, 2021
  • Competitive
Job Description

We have an excellent opportunity for an experienced Market Risk Manager to join a Tier 1 Bank based in London on a contract basis

A Tier 1 Investment Bank has an excellent opportunity for an experienced Market Risk Manager to join Quantitative Risk Management team.

The role is initially a 9 month contract and is working on a Solvency Wind Down. You will need a strong background in Market Risk Management including over 5 years working across VaR types, Sensitivities, Market Risk Limits and Cross Asset classes.

Key Responsibilities:

  • Design methodologies for the quantification of risk-based losses under wind-down scenarios within the context of market-wide stress scenarios.
  • Produce detailed requirement documents and support the development of functional and technical requirements documents for technology implementation of models.
  • Conduct quantitative analysis and produce supporting documentation to challenge and validate key modelling assumptions.
  • Support model validation processes.

Required Skillset:

  • Strong experience in Market Risk Management (at least 5 years), including experience across different types of VaR, Sensitivities and setting limits.
  • Experience in executing trade approvals, good understanding of market risk frameworks and implementing necessary controls.
  • Cross Asset class product knowledge.
  • Quantitative degree preferred.

If you feel you have the required skillset, please hit apply!

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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Consultant Details

Consultant Details

Joe Charnaud
Joe Charnaud
  • Principal Consultant
  • +44 20 7092 0206
  • jcharnaud@morganmckinley.com