Market Risk Manager Non Linear - Cross Asset, VP
- Employer
- Morgan McKinley
- Location
- London, United Kingdom
- Salary
- Competitive
- Closing date
- May 30, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Job Summary
Job Description
Global investment bank seeks a VP level Market Risk Manager to cover non linear trading activities specialized in Cross Asset products
Inside Market and Counterparty Risk department, the candidate will have a risk management role on non linear trading activities specialized in Cross Asset products.
The main tasks will be:
Technical skills :
o Good mastery of market risks in all asset classes and more specifically on non linear products
o Good understanding of complex products (FX, Rates, Credit, Equity) and their pricing model
o Knowledge for regulatory texts linked to market prudential aspects
o Communication/Relational:
• Very good relational internal department and transversal across other departments, continuous exchanges with the non linear risk team, regular exchanges with MCR functions (Models, IPV, MAM, Consolidation, COO, other RM) and trading desks
• Good oral and written communication skills
o
Required Experience: scientific training, Extensive years' experience
Market Risk Experience
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.
- London
- Permanent
- BBBH805445
- May 11, 2022
- Competitive
Job Description
Global investment bank seeks a VP level Market Risk Manager to cover non linear trading activities specialized in Cross Asset products
- Context and job specificities:
Inside Market and Counterparty Risk department, the candidate will have a risk management role on non linear trading activities specialized in Cross Asset products.
- Main responsibilities:
The main tasks will be:
-
- Market positions monitoring on Cross Asset activities according to the framework validated in Market Risk Committee and London Risk Committee
- Involvement in risk and business project implementation of non linear trading activities
- Involvement in regulatory project implementation linked to non linear trading activities
- Technical and operational support in IT infrastructure evolution on risk aspects and regulatory measures
- Contribution to market risk opinions for Market Risk Committee and London Risk Committee
- Technical support to Market Activity Monitoring teams in analyses linked to P&L and regulatory indicators on Non Linear-Cross Asset activities
Technical skills :
o Good mastery of market risks in all asset classes and more specifically on non linear products
o Good understanding of complex products (FX, Rates, Credit, Equity) and their pricing model
o Knowledge for regulatory texts linked to market prudential aspects
o Communication/Relational:
• Very good relational internal department and transversal across other departments, continuous exchanges with the non linear risk team, regular exchanges with MCR functions (Models, IPV, MAM, Consolidation, COO, other RM) and trading desks
• Good oral and written communication skills
o
Required Experience: scientific training, Extensive years' experience
Market Risk Experience
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.
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