Description
Market Risk Manager - VaR/SVar/RNIV Metrics/Ring Fencing
We are seeking a Contract Market Risk Manager to work on a ring fencing/regulatory project for a banking client based in London. Will need strong Market Risk experience including market risk metrics including VaR, SVaR, IRC, RNIV and greeks. This will be an initial 8 month contract, with a potential option to extend.
Daily Rate: £.00
Main Duties and Responsibilities:
Market Risk Manager - VaR/SVar/RNIV Metrics/Ring Fencing
- Market Risk Manager to work on a ring fencing/regulatory programmes within the Trading Book Market Risk team within Commercial banking
- Responsible for providing market risk management, analysis and regulatory compliance.
- Assist with the provision of accurate market risk related MI to assist with the client's market risk analysis
- Work on the review and oversight of the policies and procedures relating to market risk
- Work with the teams on oversight in this area
Skills required:
- Strong Market Risk experience including risk metrics VaR, SVar, IRC
- Previous experience of ring fenced or regulatory projects
- Strong analytical skills
- Used to working on analysis of large data sets, using SQL to extract data
- Strong Microsoft Excel including VBA
- Used to working with senior stakeholders
- Qualifications in quantities discipline or equivalent professional qualifications such as CFA or FRM
Please note that the successful candidate must be prepared to undergo credit vetting if successful.
Please apply online, any questions please call Alison Miles. Do you know anyone who might be looking for a new role? You could benefit from our candidate referral scheme. Contact me on the above contact details for more information.
Outsource. Our People. Your Success.
Outsource UK is one of the country's largest and most successful independent recruitment consultancies, specialising in the IT, Digital, Financial Services and Engineering sectors.
We recruit talented people for contract and permanent opportunities, offer a consultative approach and have a reputation for providing a superior service to both clients and candidates.
The business focuses on building long lasting relationships based on reliability and trust. We do this by hiring and retaining a great team of recruitment consultants who listen and understand our client's and candidate's needs.