Market Risk Manager Market Risk Manager …

Morgan McKinley
in London, United Kingdom
Contract, Full time
Last application, 21 Jan 21
Competitive
Morgan McKinley
in London, United Kingdom
Contract, Full time
Last application, 21 Jan 21
Competitive
Market Risk Manager
Job Summary
  • London
  • Contract
  • BBBH772972
  • Jan 08, 2021
  • Competitive

Job Description
We have an excellent opportunity for an experienced Market Risk Manager to join a Tier 1 Bank based in London on a contract basis

A Tier 1 Investment Bank has an excellent opportunity for an experienced Market Risk Manager to join Quantitative Risk Management team.

The role is initially a 9 month contract and is working on a Solvency Wind Down. You will need a strong background in Market Risk Management including over 5 years working across VaR types, Sensitivities, Market Risk Limits and Cross Asset classes.

Key Responsibilities:
  • Design methodologies for the quantification of risk-based losses under wind-down scenarios within the context of market-wide stress scenarios.
  • Produce detailed requirement documents and support the development of functional and technical requirements documents for technology implementation of models.
  • Conduct quantitative analysis and produce supporting documentation to challenge and validate key modelling assumptions.
  • Support model validation processes.

Required Skillset:
  • Strong experience in Market Risk Management (at least 5 years), including experience across different types of VaR, Sensitivities and setting limits.
  • Experience in executing trade approvals, good understanding of market risk frameworks and implementing necessary controls.
  • Cross Asset class product knowledge.
  • Quantitative degree preferred.

If you feel you have the required skillset, please hit apply!

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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