VP X Asset Market RISK - Treasury

Exciting opportunity in the Market Risk team, this cross asset Market Risk Manager role, is part of a giant roll out and investment into the Treasury division by this market leading investment bank. It is a high profile role that will feature interactions with numerous departments across the bank. Duties will include:

- Monitor and pre-empt movements in the market. Managing risk for existing trades
- Capturing VaR figures. Analyse and report daily risk figures
- Review, test and recommend enhancement to VaR methodology as well as stress test framework
- Assisting in the implementation and refining of risk processes
- Taking into account firmwide PnL and pricing figures with regards to risk assessment
- Providing risk advice and strategy to the front office, senior management, credit risk and finance functions

This highly challenging, yet rewarding role will put the candidate in the driving seat for implementing new and existing risk methodologies and will provide interaction at a very senior level. The candidates should have the following skills:

- Strong mathematical background up to degree level
- Several years experience in a market risk or risk analysis role. Added product control experience would be advantageous
- Wider asset class knowledge the better. Particular requirement for fixed income
- Strong written and verbal communication skills.

If interested promptly apply online or call Khalid on +44 (0) 207 469 8955

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