Market Risk Manager, investment risk, Pensions/Retirement Business, London

Location
London, United Kingdom
Salary
Competitive
Posted
09 Jun 2021
Closes
13 Jun 2021
Ref
11200085
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Requirements
  • Independent oversight of Market Risk, Liquidity and Asset/Liability Management
  • Challenging investment decisions and decisions from a market risk perspective
  • Use quantitative methods and models to help build out risk frameworks
  • Analysis of market risk and impact on credit investment portfolios (multi-currency)
  • Advising on large transactions ensuring pricing allows for market risk
  • Helping do design and develop Management information (MI) framework for mark risk
  • Working with IFRS accounting as it pertains to investment portfolios
  • Ensuring conduct risk is embedded into day-to-day operations to ensure the best customer outcomes.

Responsibilities
  • Undergraduate degrees - maths or quantitative related field (Master's degree preferred)
  • CFA Charterholder, FRM or similar qualification
  • 10+ years experience in financial services risk management
  • Ideally previous experience with a bulk annuities business
  • Previous experience of Market risk, credit risk
  • Understanding and experience of Asset/Liability Management/hedging
  • Deep understanding of derivatives
  • Working knowledge of solvency II/ matching adjustment
  • Understanding and experience dealing with capital adequacy standards
  • Ability to deal with large data sets (VBA essential - Python/SQL or rother coding nice to have)
  • Microsoft office

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