Description
Our client, a leading UK banking group, are seeking an experienced Market Risk Manager to join their Trading Book Market Risk team. As a result of ring-fencing changes, there are an incresing number of entities that the team are overseeing, and as such an additional resource is now required.
Key Responsibilities:
- Regulatory compliance
- Request for approcal for a new internal model permissions
- Regulatory reporting and oversight of capital positions
- Assist with timely and accurate market risk MI to assist the market risk analysis
- Review and oversee the bank's market risk policies and procedures
Key Skills:
- Understanding of Market Risk metrics - VaR, SVaR, IRC, RNIV and Greeks
- A qualification in a quantitative discipline
- Good data manipulation and analysis skills, including SQL skills
- Strong Excel skills, including VBA
- Stakeholder management and communication skills