Market Credit Risk Expert

2 days ago


London, Greater London, United Kingdom Inventum Group Full time

Job Title: Market Credit Risk Expert

About the Role

We are seeking a highly skilled Market Credit Risk Expert to join our team at the Inventum Group. The successful candidate will have experience in market and/or credit risk functions and a strong understanding of market and credit risk metrics, methodologies, and regulatory standards.

Key Responsibilities:

  • Develop and implement market risk models, tools, and dashboards to improve risk monitoring and reporting.
  • Analyse market risk exposures across various products including equities, fixed income, and derivatives.
  • Monitor daily, weekly, and monthly risk metrics to assess exposure levels and identify potential risks including calculating value at risk 'VaR'.
  • Work with trading desks to assess risk-taking activities and prepare and monitor performance against desk mandates.

Other Responsibilities:

  • Participating in annual Internal Capital Adequacy and Risk Assessment (ICARA) Contributing to stress testing within the assessment
  • Updating and being responsible for key Risk Policies (specifically the Market Risk Policy, Stress Testing Policy, Credit Risk Policy and Liquidity Risk policy)
  • Prepare regular risk reports, including qualitative and quantitative analysis, for senior management and stakeholders.

Estimated Salary: £70,000 - £100,000 per annum



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