Description
A Market Risk Manager is required by my client, a tier one investment bank, to join their Market Risk team. The Manager will provide accurate, concise, and relevant risk analysis in a manner accessible to senior audience, including non-expert audience for individual asset classes, thereby providing senior level decision support function. They will also coordinate across asset classes any ad-hoc initiative/requests coming from external stakeholders (Group, Regulators, etc).
Some of the responsibilities include:
- Weekly Ex-Co dashboard production; key risk measures/highlights to present to senior management.
- Monthly Board report collation (includes VAR, Market Update, Capital update, Historical stress, & other key risk measures).
Candidates will have the following experience:
- Understanding risk concepts and modelling approaches across all risk and asset classes.
- Knowledge of financial markets and products across asset classes.
- Systems knowledge/experience.
- Project management experience.
- Determining, analysing and allocating standard market risk measures at different aggregation levels.
- Integrating and leading team members in projects and delegating task.
- Coaching junior/new team members in taking on larger tasks.