Our client, a leading international banking organisation is actively seeking a Market Risk Manager to join their team based in London.

As a Market Risk Manager, your primary focus will be on non-traded risk to ultimately ensure that a robust control framework is in place to identify measure, monitor and mitigate market risks. You will also be involved in preparing and submitting Market Risk and Asset Liability Management (ALM) position presentations to the Asset Liability Management Committee (ALCO), Board Risk and Credit Committee (BRCC) and Board.

Key Accountabilities:

• Supporting ALCO with reports relating to liquidity gap, interest rate sensitivity, Earnings at risk, duration of equity, VaR, Basel II Market risk computations, etc


• Assisting in updating and reviewing the key market and liquidity related policies of the bank.


• Daily exposure monitoring for treasury transactions.


• Improving the market risk management process and introduction of new policies


• Conducting stress testing for market and liquidity risk on a regular basis and assisting in various aspects related to the ICAAP documentation related to Market risk


• Update/review various notes related to market risk. For eg. Valuation notes, review of the trading book limits, etc.


• Improving the reporting format/quality by the operations group.


• Enhancing and expanding risk management processes, procedures and controls


• Risk analysis of specific treasury related  transactions and conducting stress testing analysis


• Regular risk reporting to the Asset Liability Management Committee and the Board Risk and Credit Committee


• Review of various risk related reporting and enhancing/improving reporting

Experience/Requirements:

• Experience in market risk, preferable non-traded risk management


• Degree qualified; ideally mathematics, statistics, physics, economics


• Strong analytical and interpersonal skills


• Business acumen to appreciate and optimise risk return profile of diverse business products and processes. 


• Good comprehension and appreciation of existing and anticipated risk management systems in developed geographies of UK and Europe.


• High integrity, credibility and communication skills to operate confidently and effectively at senior levels both internally and externally

Due to the high volume of applications received, if you do not hear from us within 7 working days, I am afraid your application has been unsuccessful.

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