Head of Market and Liquidity Risk

Recruiter
Black Swan Associates Limited
Location
London (Greater)
Posted
10 Feb 2018
Closes
15 Feb 2018
Sector
Accountancy
Contract Type
Permanent
Hours
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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