I am currently recruiting a Market Risk AVP for a well-respected Investment Bank based in London. Reporting directly into Market Risk Credit Products lead the role has great visibility and exposure to the most senior in the market risk management team.
Key responsibilities;
- Provide clear and consistent monitoring and validation in regards to market risk on the credit line of business.
- Keep on top of front office related regulatory change with regular updates to the business and formation of new policy.
- VaR analysis and establishing any key changes to the risk parameters.
- Investigate breaches and provide commentary to senior management.
- Face off to and work in conjunction with the front office and senior management.
Key skills;
- Minimum 3 years in Market Risk (credit products)
- Strong VBA and SQL is highly desirable.
- Strong written and analytical skills are essential.
- Knowledge of the Greeks and impact on VaR
- Strong communication skills and able to present to senior management.
If you are interested in this role, please apply below or contact me for more information.
