Market Risk Manager
- Employer
- B&FS Risk
- Location
- London, United Kingdom
- Salary
- 60,000 - 80,000
- Closing date
- Aug 8, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
Key Responsibilities:
Key Requirements:
- Understand and be able to clearly explain trading strategies and P&L drivers for the relevant desks
- Defining and implementing all methodological improvements for portfolio market risk metrics
- Analysis and monitoring of market parameters that will impact P&L and risk measures that will affect the book
- Responsible for reviewing and monitoring market risk measurement models, creating dashboards to assist with analysing and reporting of market risk.
- Communication with relevant stakeholders to describe the analysis conducted on a daily basis
- Develop market risk methodologies for analysis
Key Requirements:
- Strong academic background, preferably from a Mathematics, Science of Engineering discipline
- Experience within derivatives is preferred
- Knowledge of Rates, Equities, Repos or Prime Brokerage preferred
- Knowledge of financial markets is a must
- Excellent IT Skills; VBA, SQL, Python
- Strong communication skills and the ability to multitask
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert