Market Credit Risk Expert
2 days ago
Job Title: Market Credit Risk Expert
About the RoleWe 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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