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Job Overview

Market Risk Manager - Fixed Income

Location: London, England Salary: £70,000 - £85,000
Type: Permanent Contact: Miguel Diaz
Posted: 6 days ago

A leading international bank are seeking an experienced market risk professional to be responsible for providing independent risk oversight of the firm's Fixed Income portfolio focusing on derivative and security financing.

The key responsibilities in this role will be:

  • Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
  • Working with senior risk managers in Volcker compliance program
  • Developing and maintaining an appropriate autonomous market risk limits framework with applicable limits and triggers
  • Autonomously monitor business compliance with the firm's market risk-related policies
  • Assist in credit product and product risk reporting and limit monitoring
  • Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
  • Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate follow-up actions
  • Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk
  • Small tasks/projects which constitute direct integration with trading businesses and market in general, a fantastic learning opportunity for credit market and products
  • Working with senior mentors on well-defined mid to long term projects that require technical skills and strategic planning, enabling development in analytical capacity and critical
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgement regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

The ideal candidate will have:

  • 6-10 years relevant experience
  • Degree in a quantitative or financial discipline.
  • Knowledge of financial instruments and risk metrics
  • Quantitative skills including mathematics involved in risk estimation and modelling
  • Excellent written and verbal communication skills
  • Must be a self-starter, flexible, innovative and adaptive
  • Ability to work collaboratively and with people at all levels of the organization
  • Excellent written and verbal communication and interpersonal skills
  • Ability to both work collaboratively and autonomously; ability to navigate a complex organization
  • Advanced analytical skills
  • Excellent project management and organizational skills and capability to handle multiple projects at one time
  • Proficient in MS Office applications (Excel/VBA, Word, Power Point) and SQL
  • Programming and/or database management experience

If you are interested in this role, please apply below or contact me for more information.

Eames Consulting is acting as an Employment Agency in relation to this vacancy.