Head of Market and Liquidity Risk

Black Swan Associates Limited
London (Greater)
10 Feb 2018
15 Feb 2018
Contract Type
Full Time
My Client is a leading independent Brokerage firm based in the City, with a number of offices in Financial Hubs Globally. They cover Financials, FX and Commodities and have a strong global Market presence and reputation.

They are looking for a Head of Market and Liquidity Risk to lead the function for both disciplines. The role reports into the CFO and will have one report.

The role will involve:

* Responsibility for management of Market and Liquidity Risk for business positions and all Stress Modelling business-wide.
* Oversight and maintenance of Risk Measurement and Reporting, Intraday supervision and position monitoring.
* Development of Risk Systems and Methodologies and ensuring the adherence of Risk processes and controls to regulatory requirements
* Oversight of monitoring and analysis of Market and Liquidity Risk, VaR, Stress Testing, P&L
* Designing ILAA and stress models relevant to it, Creating ICAAP Stress Models and reporting to Market and Liquidity Risk Committees
* Managing the oversight of risk controls, real-time monitoring and Electronic Platforms

The ideal candidate will possess:

* Quantitative Degree
* Experience of working in Broker and Banking firms focused on Risk Management for Market Risk and Liquidity Risk
* Prior experience working on ICAAP, ILAAP planning and execution as well as Stress Testing Modelling

To apply and/or for more information please get in contact with Joshua Grant-Butler on [Phone number removed] or email [Email address removed]
This job was originally posted as www.cityjobs.com/job/960137050

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