This role will join a highly reputable, well known financial services institution which holds a market leading presence in its sector. Year on year this firm has experienced growth and will offer you a secure, challenging and rewarding working environment alongside the opportunity to further develop your experience. The company invest heavily in their technology ensuring they are a leader in the market.
This is an exciting opportunity to join a leading Market Risk team, reporting directly to the Head of Market Risk and is a good opportunity to develop your career.
Your main responsibilities will include:
- Maintain and develop Market Risk models and frameworks
- Identify emerging risks and report to senior stakeholders
- Evaluate Market Risk models and ensure market risk exposures are measured and improved
- Support with Market Risk policies
- Help challenge and oversee current risk management strategies and advise on best practice
- Help set Market Risk policies and standards
- Identify how technology can be used to improve analysis and risk management
- Assess wider risks that may not be measured with existing models e.g. Liquidity Risk
- Work closely with key internal and external stakeholders including Business Heads, IT, Risk, Compliance and the Regulators
- At least 3 years proven experience within Market Risk
- Capital Markets product knowledge is essential, especially Fixed Income and Repo markets
- Previous experience gained in an Investment Bank or Broker is essential
- Advanced Excel and programming skills including SAS, VBA, SQL and Matlab
- Experience developing quantitative models and pricing models is highly desirable
- Fluency in English & French (spoken and written) is essential
- Understanding of wider Risk Management is beneficial
- Excellent stakeholder management skills
If you feel you have the relevant experience for this newly created opportunity, please apply to this advert and send your CV to Emily Marmoy-Haynes at Twenty Recruitment GmbH.