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Market Risk Manager (Equities & Fixed Income) - FS - London

Job Title: Market Risk Manager (Equities & Fixed Income) - FS - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £80000.00 - £90000.00 per annum
Reference: BBBH21567_1561025260
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: June 20, 2019 11:07

Job Description

Twenty Financial Services are currently recruiting for a Market Risk Manager focussing on Equities and Fixed Income for a global Financial Services business based in London.

Sitting within the quantitative risk division the role will have a strong focus on analytics covering pricing, VaR, model calibration and stress testing. There will be a significant amount of project and automation work that will cover roughly 50% of the day-to-day activities in addition to the risk and data management

Responsibilities:

  • Develop the risk analytics function, covering various models and the testing of frameworks
  • Act as a risk SME on project work with the technology and change teams
  • Validation of market data from Bloomberg/Reuters using algorithms to automate the process
  • Contribute to the quant library developing solutions and tools
  • Production of daily, weekly and monthly risk reports

Skills required:

  • Strong Market risk experience
  • Fixed Income or Equities background
  • Experience working with large data sets and ability to manipulate these
  • Knowledge of VBA and SQL and desirable to have R or Python
  • Experience using Bloomberg or Reuters