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Market Risk Manager- Modelling

  • Location

    Manchester

  • Discipline:

    Credit Risk & Analytics

  • Salary:

    up to £60K

  • Consultant:

    Nuhaa Mohamed

  • Email:

    nmohamed@merje.com

  • Job ref:

    NM/15205

  • Published:

    11 days ago

Job Description- As subject matter experts with a breadth of experience and specialism across industry, consulting, academia and regulators, the risk team offer the skills and levers to provoke and support complex and unique risk transformational projects in the financial services industry.

This Client does not provide sponsorship.

Key Responsibilities of the Market Risk Manager- Modelling:

 

·         This role is primarily a market risk SME role focussing on the impact of regulatory change on bank business models and supporting the bank with designing and implementing solutions.

·         While the role will be market risk focussed, individuals are expected to be involved in both market risk and wider risk and capital related engagements.

·         As an Assistant Manager, you will be responsible for supporting project delivery as well as internal business development activities.

·         The role will require working with senior internal stakeholders and senior external stakeholders across various functions including Front Office Trading, Risk, Product Control and Technology.

·         The individual will need to be proactive in keeping abreast of regulatory expectations and industry practices.

 

Ideal knowledge and experience of the Market Risk Manager- Modelling:

 

·         Deep market risk and capital markets knowledge are mandatory (e.g. VaR, SVaR, IRC, RWA and ES etc.).

·         Ability to balance market risk experience within the consulting environment, adapt to different risk topics and have a commercial mind-set to contribute to the growth of the business.

·         Proven ability of effectively delivering market risk related projects.

·         Detailed knowledge of FRTB and an understanding of its implications is advantageous, but not a requirement.

·         Ability to communicate and challenge senior management (Front Office, Risk, Product Control and Technology) on a range of market risk topics.

·         Excellent communication skills (oral and written), planning, project management, networking and influencing skills.

·         Flexibility to work across the UK (and internationally) where required.