Market Risk Manager

1 month ago


London, Greater London, United Kingdom Barclay Simpson Full time

About this role: As a Market Risk Manager at Barclay Simpson, you will oversee the market risk of our trading portfolio, acting as the key point of contact for trading risk discussions and leading key risk management initiatives. You will ensure our processes, controls, and governance align with our bank's risk appetite, driving insights into market developments, VaR, and stress testing.

Key Responsibilities:
  1. Risk Oversight: Identify and assess market risks across the trading portfolio, ensuring alignment with risk appetite and business mandates.
  2. Management Liaison: Serve as the eyes and ears for Global Risk Management on the trade floor, interacting with senior management on trading activities, strategies, and key risk drivers.
  3. Valuation & Analysis: Collaborate with the Product Control team to ensure accurate portfolio valuation and execute in-depth analysis on new products and limit structures.
  4. VaR & Stress Testing: Own and enhance VaR, stress testing reporting, and scenario analyses, collaborating with global teams to deliver insights on European market perspectives.
  5. Technology & Automation: Support the transition from manual reporting to advanced tools like Power BI and Tableau, driving efficiency in reporting processes.
What We Offer:
  • Competitive Salary: £80,000 - £110,000 per annum, depending on experience
  • Benefits Package: Comprehensive benefits package including pension scheme, life insurance, and private health insurance


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