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VP Market Risk Manager

Employer
Investigo
Location
London, United Kingdom
Salary
Competitive Salary
Closing date
Feb 13, 2024

View more

Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time


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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