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
Salary: £75000 - £95000 per annum
Reference: BBBH19582_1536853601
Contact Name: Charlotte Emms
Contact Email:
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.


  • 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