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See SELBY-JENNINGS-LONDON 25 Job offers
Head of market risk for debt and capital markets required for top investment bank-London-Base Salary–excellent base salary + bonus & additional benefits
The head of market risk will have the following responsibilities:
-Analysis and follows up risk,
-Daily VaR analysis VaR and sensitivity,
-Weekly Stress Test analysis,
-Notifies breaches of limits,
-Draws attention to the head of product line, the LCMM and Regional Head of Front Office in a foreign unit if relevant, the Global Risk Manager and the Product Line Risk Manager on specific positions according possible evolution of the market,
-Participates in definition and follow up of appropriate stress scenario,
-Develops and implements new risk reports (for new products or risk measures) in conjunction with IT,
-Coordinates the work of and train two assistant risk managers and, from time to time, a trainee,
-Participates in new products analysis,
-Participates in risk management methodology evolution,
-Prepares the instructions and makes recommendations for new limit requests,
-Provides methodological assistance to Market Activity Monitoring, in particular on complex products and complicated risk measures,
-Presents to the RPC Weekly Market Risk Committee a weekly review of the DCM product line activities and risk profile evolution,
-Follows up and analyses the market risks of the trading activities of the Debt and Capital Market product line. Notifies the breaches of limits at the appropriate level.
Qualifications/Education Required:
-A 1st or 2.1 BSc or better in maths, physics or other numerate degree,
-Significant Market Risk Experience of which at good experience years in Structured Credit products,
-Must have a detailed understanding of all risks involved in trading structured credit products, including derivative market and credit risk measures (‘greeks', including those for non-standard options),
-Managerial experience required,
-Ability to build strong relationships whilst maintaining independence,
-Ability to handle disputes, negotiate with traders and not avoid making difficult decisions,
-Ability to manage a reporting and analysis team,
-Fluency with Excel and VBA essential, including the ability to build comprehensible and robust spreadsheets for use by others with,
-Excellent communication skills, with the ability to communicate clearly and concisely with traders, senior management and other areas of the bank understanding the requirements of each group.
Please send all applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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