Market Risk Manager - VaR/SVar/RNIV Metrics/Ring Fencing

Outsource UK Ltd
United Kingdom
£450.00 - £500.00 per annum
06 Oct 2017
07 Nov 2017
Contract Type
Full Time

Market Risk Manager - VaR/SVar/RNIV Metrics/Ring Fencing

We are seeking a Contract Market Risk Manager to work on a ring fencing/regulatory project for a banking client based in London. Will need strong Market Risk experience including market risk metrics including VaR, SVaR, IRC, RNIV and greeks. This will be an initial 8 month contract, with a potential option to extend.

Daily Rate: £450.00-500.00

Main Duties and Responsibilities:

Market Risk Manager - VaR/SVar/RNIV Metrics/Ring Fencing

  • Market Risk Manager to work on a ring fencing/regulatory programmes within the Trading Book Market Risk team within Commercial banking
  • Responsible for providing market risk management, analysis and regulatory compliance.
  • Assist with the provision of accurate market risk related MI to assist with the client's market risk analysis
  • Work on the review and oversight of the policies and procedures relating to market risk
  • Work with the teams on oversight in this area

Skills required:

  • Strong Market Risk experience including risk metrics VaR, SVar, IRC
  • Previous experience of ring fenced or regulatory projects
  • Strong analytical skills
  • Used to working on analysis of large data sets, using SQL to extract data
  • Strong Microsoft Excel including VBA
  • Used to working with senior stakeholders
  • Qualifications in quantities discipline or equivalent professional qualifications such as CFA or FRM

Please note that the successful candidate must be prepared to undergo credit vetting if successful.

Please apply online, any questions please call Alison Miles on 01793 438526. Do you know anyone who might be looking for a new role? You could benefit from our candidate referral scheme. Contact me on the above contact details for more information.

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