Non-Traded Market Risk AVP - Banking - London

Job Title: Non-Traded Market Risk AVP - Banking - London
Contract Type: Permanent
Location: London, England
Salary: £65000.00 - £75000.00 per annum
Reference: BBBH19393_1535529673
Contact Name: George Marks
Contact Email:
Job Published: August 29, 2018 09:01

Job Description

Twenty Financial Services are currently searching for a non-traded market risk AVP for a Tier 1 Bank based in London.

The main responsibility of the role will be to manage and analyse the interest rate risk of the banking book, focussing on FX and basis risks.


  • Non-traded risk management focussing on the corporate bank but also looking at the retail and investment banking arms
  • Ensure work is in line with market risk policies and standards
  • Provide MI to senior management and externally for IRRBB, FX and basis risks
  • Work with senior stakeholders globally on project based work

Skills required:

  • Background within non-traded market risk, ALM, interest rate risk, treasury risk or FX risk
  • Understanding of FX markets
  • Knowledge of risk metrics such as VaR, EVE and EaR
  • Knowledge of corporate banking products highly desirable