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Market Risk Portfolio Management VP - Tier 1 Bank - London

Job Title: Market Risk Portfolio Management VP - Tier 1 Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £90000 - £110000 per annum
Reference: BBBH19674_1537791340
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: September 24, 2018 13:15

Job Description

Twenty Financial Services are currently searching for a Market Risk Portfolio Management VP for a Top Tier Investment Bank in London.

The person hired will focus on the Market Risk portfolio across all asset classes. Sitting on the trading floor, they will concentrate on the analysis of risk appetite and stress testing as well as having crucial involvement in the development and enhancement of frameworks and policies related to the market risk portfolio.

Responsibilities

  • End to end risk appetite and stress testing analysis across the portfolio, liaising with both internal and external stakeholders
  • Devising key inputs, coordination and analysis of work across all asset classes, formulating recommendations and preparing presentation for senior management
  • Building strong relationships with the front office and senior risk managers
  • Monitoring of limits across market risk and where increases are necessary, gaining approval for these changes
  • Analysis of market trends and communication of significant market events which will impact the overall portfolio
  • Ad hoc strategic projects focusing on enhancement of processes
  • Leading discussions on market analysis and provide oversight of reporting
  • Development of underlying stress testing framework

Skills required

  • Strong Market Risk experience from a top tier Investment Bank is essential
  • An analytical background with excellent knowledge of markets and multiple products
  • Thorough understanding of stress testing
  • Market Risk models (VaR) experience
  • Good understanding of portfolio market risk
  • Quantitative degree and Masters degree preferable
  • Excellent stakeholder management skills