Market Risk & Liquidity Risk Management - Tier 1 Bank

Alexander Ash Consulting Limited
London (Greater)
12 Jan 2018
13 Feb 2018
Contract Type
Full Time
Market Risk & Liquidity Risk Management - Tier 1 Bank

My client, a Tier 1 Bank, are loking for a Market & Liquidity Risk SME to join their Market Risk Analysis and Control (MRAC) function.

Key Responsibilities:

* Managing and overseeing of the risk production governance & control framework across all key risk metrics including VaR and SVaR, ensuring accuracy and on-going development of Risk Management reporting up to Board level for all relevant legal entities
* Working with the Head of Portfolio Risk and Senior Risk Managers to enhance departmental Legal Entity based Risk Reporting
* Providing input into matters relating to Risk Appetite and Framework

Key Skills & requirements:

* Experience in market risk management, operations or control and preferably also Profit & Loss (P&L) and accounting experience
* Experience in setting up new risk reporting processes and controls
* Strong knowledge of financial markets, key Market Risk management principles, methodologies and metrics
* A clear understanding of how the front to back (end to end) market risk production process & control framework is typically set up at a Tier1 investment bank
This job was originally posted as