Director Market Risk

3 weeks ago


London Area, United Kingdom Roly Recruitment Full time

Global Investment Banking client


New hire providing market risk oversight across several European equity trading desks – cash equities and equity derivatives : exotics – swaps, barriers, hybrids, indexes, volatility.


The successful candidate will work with Global risk, research and technology counterparts within EMEA, APAC and North America to help develop the bank’s international risk framework.


Responsibilities:


  • Trader portfolio and P&L analysis (using varied methodologies), capital planning, model management, sensitivity analysis, stressed scenarios testing
  • Integration of risk infrastructure changes and regulatory responses
  • Review and challenge trade proposals, new product initiatives and limit changes within the bank's Equities trading framework, providing recommendations to senior management.
  • Contribute to market risk management governance and control improvements.


Skills Required


  • Masters degree or PhD within engineering, mathematics, physics or another quantitative discipline
  • Strong knowledge of financial markets and derivative products
  • Experience of Equity Derivative products, trading and hedging strategies are an advantage including barriers, hybrids, indexes, volatility
  • A minimum of 8 years Market Risk Management or Trading experience within a major Global Markets bank is essential


If you are interested in this opportunity please contact Simon Bradbury – simon.bradbury@rolyrecruitment.com



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