Linear Rates Market Risk Manager - VP

Employer
Morgan McKinley
Location
London London UK, United Kingdom
Salary
Competitive Salary
Posted
Jan 10, 2021
Closes
Jan 23, 2021
Ref
1925246294
Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Level of qualification
CIMA, Qualified
Job Summary
  • London
  • Permanent
  • BBBH772854
  • Jan 07, 2021
  • Competitive

Job Description
Global investment bank seeks a VP level Market risk Manager Monitoring of Market risk for the rates linear desk in Europe, which encompasses pure rates option books but also complex hybrids books.

Your key responsibilities

Monitoring of Market risk for the rates linear desk in Europe, which
encompasses pure rates option books but also complex hybrids books
Monitoring of risk, concentration, stress and Value-at-Risk (VaR)
exposures, while remaining constantly aware of current market dynamics
Performing in-depth analysis of the products, books and trading
strategies, and implement appropriate Stress Testing
Ensuring internal and external governance policies are being effectively applied
Liaising and building trusted relationships with trading desks with
respect to exposures, new business and market activity

Your skills and experience

Experienced Market Risk Manager with a focus on traded exotic products
in the Rates and/ or Hybrids asset classes
Strong experience in markets-related roles with an emphasis on market
risk management
A strong understanding of market risk controls and governance frameworks
Good knowledge of industry standard exotic Interest Rate/ Foreign
Exchange/ Equities derivative pricing models
Previous experience in assessing, quantifying and implementing
appropriate portfolio stress tests

How we'll support you

Training and development to help you excel in your career
Flexible working to assist you balance your personal priorities
Coaching and support from experts in your team
A culture of continuous learning to aid progression

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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