Traded Risk

London (Greater)
13 Mar 2019
10 Apr 2019
Contract Type
Full Time

A leading Global Financial Institution is seeking to employ a Traded Risk based in London.

Hours 35 per week/permanent.

Competitive salary offered.

The Traded Risk role holder will sit under Wholesale Credit and Market Risk function, and is part of the Global Risk Organisation. They will monitor, evaluate and manage market and counterparty risks impacting across the organisation. They will also be responsible for establishing the global risk management framework for Traded Risk, and play a key role in ensuring that the organisation is compliant with current and future regulatory requirements relating to Traded Risks and their capitalisation. Additionally, they will be committed to establishing innovative and globally standardised risk solutions to service the stakeholders.

The Traded Risk role holder will partner with the Business to enable them to make appropriate risk/return decisions by providing an effective risk framework and capability. They will support, drive and embed the firm’s broader Risk Strategy, meet our Regulatory commitments, and protect the capital of the organisation. They will adhere to an agreed set of risk policies and activities, whilst in parallel providing bespoke solutions and ad hoc responses to regulatory and stakeholder demands. They will also embed a Global Operating Model, supported by standardised models, processes, governance and infrastructure.

The Traded Risk role holder will be accountable for consistent and transparent reporting lines, providing ownership and accountability across the Global Operating Model. They will provide a challenging and dynamic environment to attract, retain and grow the talent.

The Traded Risk role holder will play a key role in empowering the data providers to succeed through an effective control framework and regular engagement, to optimise performance. They will establish a globally centralised Transformation capability to deliver robust risk solutions that meet both the internal and regulatory requirements. Moreover, they will empower our data providers to succeed through an effective control framework and regular engagement, to optimise performance.

The successful candidate will be a graduate and will have the following attributes:

  • University graduate in finance, computer science or any other quantitative related degrees.
  • Good knowledge of financial markets and Market and/or Traded Credit Risk.
  • Understanding of key risk factors for FX, IR products and how they are measured.
  • Up to date with current market/economic trends and an understanding of the changing regulatory landscape.
  • Knowledge of Microsoft Office, risk methodology, trading business and products.
  • Knowledge of software development tools (VBA, Python, etc)
  • Excellent verbal and written communication skills
  • The ability to build relationships with customers, work under pressure and as part of a team.
  • Knowledge of defining/reviewing/validating Stress Testing calculations, reports and regulatory Stress Testing exercises (Desirable).
  • Excellent presentation skills to brief senior management on topics and summarise key information (Desirable).
  • Experience of related banking area, e.g. Product Control Front Office (Desirable).
  • Experience in dealing with many stakeholders and analytical reporting, e.g. explanation of a quantity by breaking down its input variables (Desirable).

Closing dates for applications: 10th April 2019

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