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See SELBY-JENNINGS-LONDON 279 Job offers
Market risk manager-Interest rates - £110,000 - £140,000 - London
Global investment bank is looking for market risk professional with experience of exotic interest rates and hybrid options products
The main purpose of this role is:
-Ensure effective monitoring of market risk arising from Rates and Hybrid Options & Exotics;
-Help and provide sound and independent risk advice to management, highlight and explain the significant risks and P&L events;
-Work with the front office and other support functions to improve the overall quality of the risk control environment;
-Suggest and steer to deliver any system or methodology enhancements which might improve the overall risk monitoring; Manage integration of new source system feeds into the market risk system;
-Undertake product/portfolio/methodology reviews and contribute to new product approval process
-Produced daily and weekly reports, which monitor, Factor Sensitivity, Greek Exposures,
-Value-at-Risk (VaR) and generated risk exposure reports against independent market risk limits.
-Traded products focused on US Treasuries, Interest Rate Futures, Caps, Floors, Interest Rate Swaps, and Swaptions.
-Performed scheduled periodic Stress Test on firm's interest rate portfolio positions and provided resulting information to Senior Risk Managers and the Risk Control.
-Manage junior members of the team for the group
The successful candidate will have the following background and skill set:
-Strong analytical, numerical and spreadsheet skills;
-Detailed knowledge of trading products and traded risk management; experience in complex rates and hybrid structures is needed;
-Knowledge of trading systems;
-Knowledge of non-financial risks, including legal, documentation, reputational, regulatory, and operational will be useful;
Key words; market, risk, trade, traders, VP, SVP, director, rates, exotics, hybrids, exotic, interest, rate, VaR
If you fit with the above please send all applications by email.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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