Portfolio Market Risk Manager - VP
Consultant Harriet King
Date posted 17 February 2017
A Vice-President level role in a cross-asset market risk team based in London has become available. The role is to work in a globally renowned investment banks market risk function focused on top down market risk management across trading desks. This position requires a candidate with a quantitative mind set and a career to date in market risk.
As a Portfolio Market Risk Manager you will be involved in:
- Identifying market risk and capital vulnerabilities from cross asset trading
- Suggesting and developing new stress scenarios across asset classes
- Analysing and interpreting results of scenarios run across trading books
- Ensuring that relevant stress tests are being run for the portfolio and using this to provide strategic consultation to market risk management and trading
To be successful in the Portfolio Market Risk Manager role you will have:
- An excellent academic background in a quantitative discipline. Additional qualifications, such as an FRM, would also be looked upon favourably
- Good knowledge of financial products including derivatives is essential, including an understanding of risk representations of these products; such as VaR, stress testing, scenario analysis, and capital is required
- Proficiency with a variety of IT applications as well as a good understanding of programming is advantageous
- Ability to demonstrate good judgement of risks and an understanding of the risk areas covered, including markets, models and products
To find out more details regarding this role please speak to Harriet King on firstname.lastname@example.org or 02075098258.