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Non-traded Market Risk Manager - Tier 1 Bank - London

Job Title: Non-traded Market Risk Manager - Tier 1 Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £75000 - £95000 per annum
Reference: BBBH19582_1536853601
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: September 13, 2018 16:46

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:

  • Assisting manager (Head of Non-traded risk for the Customer Banking Book) in delivering IRRBB framework requirements and leading regulatory submission processes
  • Ensure work is in line with market risk policies and standards
  • Consolidation of MI 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