Market Risk Manager

4 weeks ago


London, Greater London, United Kingdom Jas Gujral Full time
Market Risk Manager

Our Client is an established Bank seeking a Market Risk Manager with at least 5 to 10 years of proven expertise.

Key Responsibilities:
  • Provide support to the Chief Risk Officer in ensuring Market Risk is appropriate and compliant.
  • Ensure Market Risk tools are fit-for-purpose and provide expert input on all Market Risk issues.
  • Assist in designing processes for primary risk monitoring and management.
  • Review limit monitoring and maintain logs of risk excesses.
  • Analyze market risk reports and data to identify trends and significant changes.
  • Provide results of risk analyses to the CRO and appropriate committees.
  • Review and maintain policy documents and RCSAs.
  • Discuss limit excesses and trends with Line 1 personnel.
  • Support the CRO and ALCO in setting Market Risk appetite.

Requirements:

  • Understanding of market and liquidity Risk.
  • Understanding of stress testing and economic models.
  • Understanding of the Bank's systems data model.


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