Description
Equity Market Risk Management, Migration to new Risk System: Pricing and risk management excel templates for structured equity derivatives products, EMEA Trading
Tier One Investment Bank is looking to appoint an experienced Market Risk Professional who has knowledge of Equity products.
London, 6 months
The role forms part of the Projects and Consolidation team in Market Risk Equities Business.
Key Responsibilities
Overview of the department/team (team size, backgrounds, personalities ):
Challenges Contractor will be facing in this role:
- Working with risk analysts to define requirements for the new risk management system and prioritizing development work with FO IT.
- Working with Quants to understand complex products and new risks produced by the strategic risk system as well as risks with material differences to Legacy risk systems.
Essentials Skills and Qualifications:
- Extensive experience in Market Risk domain
- Relevant experience in equity derivatives and market risk.
- Good understanding of market risk metrics including VaR, SVaR, IRC, RNIV and sensitivities
- A bachelor's degree in a quantitative discipline (engineering preferred); post graduate qualifications (Masters in Finance, MBA, etc.) preferred.
- Proficient in Excel/SQL/VBA
- Strong communication skills and ability to manage multiple streams of work & stake holders
- Attention to detail coupled with good problem solving skills is desired
Desired Skills and Qualifications:
- Experience looking at convertibles would be a plus.
- Additional certifications such as CFA, FRM, PRMIA, etc
If you wish to apply for the above position, please call me or email.
Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.
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