Description
A Top Tier Investment Bank are recruiting for a Market Risk Manager to support the Regulatory Stress Testing (both PRA and EBA) in terms of explain, documentation and process. One of the objectives of the current traded risk management and control team is to ensure that the stress testing is executed successfully and consistently across two risk types; market risk and counterparty credit risk.
Day rate - pd
Location - London
Start date - 1st March
Contract initially to end of July
Experience Required
- Qualification in finance, accounting, business management with PhD or MSc in Quantitative Subject
- Detailed knowledge of at least one asset class
- Robust understanding of derivatives products
- Supported Stress Testing
- Strong understanding of counterparty risk management principles and the regulatory changes
- Ability to interact with Front Office & market risk managers and understand complex demands
- Ability to obtain data from multiple sources, analyze information
- Ability to work under pressure and to tight time-lines.
If of interest please reply with a copy of your latest CV.