VP Market Risk Manager

Expiring today

Recruiter
B&FS Risk
Location
London, United Kingdom
Salary
85000-11000
Posted
01 Mar 2023
Closes
30 Mar 2023
Ref
8827125
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Traditional market risk team that are responsible for risk oversight of trading desk, setting limits and mandates
  • Working closely with the desks focusing on sovereign bonds trading desk, swaps, inflation, repo trading
  • Management of an associate in the team
  • Ad hoc project work, involving FRTB and IBOR

Skills Required:
  • Degree in mathematics, financial engineering, sciences or similar subject
  • Ideally strong knowledge of vanilla rates products and markets, and rate portfolio risk profiles, including understanding of Greeks and VAR
  • Strong IT Skills including SAS, SQL or similar as well as competent excel / VBA abilities
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