Equities Focussed Market Risk Manager

I currently have an exciting opportunity for an Experienced Equities Focused Market Risk Manager to join my client a tier one investment bank on a 6 month contract working on a Quantitative Impact Study for the business

Brief Job Description

-You will be working on a Quantitative Impact Study within the Market Risk Framework the role will involve
-Calculating, understanding and analysing the Fundamental Review of Trading Book (FRTB) regulatory framework, particularly on the element 'Non-modellable Risks'and IDR impacts.
-Analysing on the relationship (quantitative and qualitative) between risk components (eg RNIVs) under the current risk regime and non-modellable risks under the new framework; ensure correct classification of the capital calculation treatment for each risk factor
-Liaising with risk managers, risk modelling team and research/FO/other data providers to perform thorough analysis on the regulatory requirement and the data used in risk model.
-Proposing solutions to ensure strategic development to have the bank to be compliant with the regulatory rules
-Preparing analytical components of the regulatory submission packages as part of Quantitative Impact Study

All Skills need to be CLEARLY VISIBLE within your CV/Application:

-Experience in Market Risk experience (VaR focused)
-Working knowledge of His-SimVaR, Risk sensitivities/Greeks and experience with products/market. Knowledge with main risk models and their market data advantageous
-Understanding of VaR model framework
-Strong analytical skills with great attention to details, strong control mind-set to proactively investigating issues and develop solutions
-Strong analytical skills and detail orientated
-Team player as well as capability of working independently
-Good presentation skills, confident communicator
-Capable of working towards tight deadline in a pressurised environment
-Strong MS Excel skills.
-Quantitative background- science, engineering, quant finance, with Master level or financial qualification (CFA, FRM)

If you wish to apply for the above position, please call me or email.

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion.

Adecco is an employment consultancy and operates as an equal opportunities employer.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.