AVP/VP Market Risk Reporting
Salary £65,000 - £80,000 per annum
Consultant Sam Gee
Date posted 24 October 2018 2018-10-242018-12-23 banking UK Robert Walters United Kingdom
Fantastic opportunity for a Market Risk Reporting AVP/VP to join a leading Investment Bank in London. The successful candidate will be responsible for the production activity associated with reporting and limit management. Excess management analysis and monitoring will be required. You will have strong stakeholder management skills as you will be working with the Head of Risk Reporting to deliver ad-hoc projects. Knowledge around Risk related projects such as FRTB and Volcker will be advantageous.
- Build strong relationships with various departments including Front Office, Product Control, Risk IT and Senior Management.
- Owning the reporting numbers, providing analysis, daily sign off and raising data issues/errors.
- Production of daily reports and ad-hoc reports on a needs basis. You will be responsible for managing this reporting book.
- Ensuring timely and accurate delivery of daily risk reports produced for Risk Management.
- Monitor data quality controls associated with the inputs and outputs from the risk systems
- Presenting reports to the Risk Managers, Head Office and Front Office
- Experience working in Risk and/or Reporting teams
- Experience within an Investment Bank
- Relevant product knowledge including Fixed Income and Derivatives
- Some Market, Credit and Liquidity Risk experience
- Experience in the preparation and delivery of Reports
- Knowledge of Risk Principles and Performance Monitoring Techniques
- Up to date with recent changes to the regulatory requirements associated with market risk
- Up to date with liquidity regulatory requirements and stress testing / Risk Appetite Measures
- FRM Qualification
- Post Graduate in a numeric discipline or equivalent
- Knowledge of Market Risk, Liquidity Risk and Credit Risk methodologies and measures.
- Excellent oral and written communication skills
- Detailed understanding of both business and technology processes used to produce market/credit risk information
- VBA / Excel, Access, Bloomberg, SQL
- Deep understanding of all inputs to the Risk Calculations and various data challenges faced by the department.
- Knowledge of Liquidity Risk measures