CVA Risk Manager - Front Office Facing Leading Investment Bank

You will be sat next to the trader and will cover the Credit Value Adjustment desk across Europe, Middle East and Africa and will be expected to work in one of the most desk responsive teams in the city. With great exposure across the bank globally, this would be a high profile role with a cutting edge technical aspect. Certain duties will include:

- Understanding and explaining counterparty risk with the trading desk
- Setting, imposing and monitoring trade limits
- Working on trading strategies
- Understand and explain the generation of profit and loss for the trading book and making recommendations
- Daily monitoring of models, stress tests and scenario figures
- Receiving VaR reports from Middle Office and explaining results to trading desk
- Working with various teams to develop and refine new and existing frameworks

This is a highly technical role with substantial interaction across the business. There is some flexibility around level, ranging from Senior Associate - VP but essential criteria includes:

- Previous experience in counterparty, market risk or trading on a complex credit desk (roughly 3-7 years)
- Extensive knowledge of fixed income products, specifically exotic IR
- Market Risk experience and knowledge of the of different risk parameters
- Some experience working on the trading floor would be advantageous
- Degree in a mathematical discipline, preferably at postgraduate level
- Good communication skills with proven ability to work in a front office environment

If interested please apply online or call Khalid Al-Sada on 0207 469 8955

To find out more about Huxley Associates please visit www.huxley.com