Senior Market Risk Manager - Rates

Maxfield Search
Fleet Street, UK
Closing date
14 Oct 2020

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Contract Type
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Role: Senior Market Risk Manager - Rates & Exotics

Level: Senior VP

Company: Global Banking Group

Location: London (City)

My client is looking for an experienced Market Risk Manager covering Interest Rate & Fixed Income Derivatives in a Front Office facing role.

You will be familiar with the standard pricing models, have an excellent understanding of capital markets and the key risk metrics across these assets and also have experience of XVA risk management.

Your Role

  • Proactively speaking to, and challenging, the Trading desks on their portfolio exposures and making key market risk data transparent to Desk Heads and Senior Management
  • Engaging in complex trade approval process that require Market Risk clearance
  • Building out & optimizing the VaR and RWA framework as well as designing and implementing limit frameworks and stress scenarios.
  • PnL estimation & attribution, business and product reviews, liquidity analysis, senior management risk reporting and strategic change projects
  • Involvement in assessing vendor Fixed Income Trading & Risk platforms.

Your background

  • A good understanding of the quantitative pricing models and risk management models, their risk drivers and the impact on reported trading P&L and risk measures.
  • Significant experience working within Risk Management, ideally at a large bank
  • Demonstrable track record in working with senior Desk Heads in a similar environment
  • Excellent communication skills with the ability to collaborate with Front Office and support functions in dealing with senior members of the business

Starting Date: ASAP

#MarketRisk #CVA #XVA #OptionPricing #Rates #FixedIncome #Derivatives #CapitalMarkets #VaR #StressTesting
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