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Non-Traded Market Risk AVP - Banking - London

Job Title: Non-Traded Market Risk AVP - Banking - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £65000 - £75000 per annum
REF: BBBH19393_1535529673
Contact Name: George Marks
Job Published: 25 days ago

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.

Responsibilities:

  • 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