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
- 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