Market Risk Manager

• Company

  Huntswood

• Location

  UK-London

• Remuneration

  GBP70000 - GBP120000 per annum

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  24-May-2013

• eFC Ref no

  1153476

Our client, a growing, customer centric financial services organisation has a senior level role within its proactive Market Risk function. This position is part of the risk framework and organisational structure and will oversee the market and liquidity risk policy, modelling and scenario analysis.

The successful candidate will be responsible for:

• Reviewing liquidity and interest rate risk implications of asset and liability pricing strategies
• Taking responsibility for developing and clearly defining the organisation's market and liquidity risk framework
• Overseeing policy, modelling and scenario analysis surrounding market and liquidity risk
• Developing stress testing for liquidity and market risk management
• Interpreting possible consequences of macro-economic events and horizon analysis
• Designing reports, models and calculation methodologies to value the optionality of various strategies
• Ongoing review of market and liquidity and market risk governance and policies
• Reporting on balance sheet sensitivity to structured finance funding strategies, hedging strategies and derivative products
• Fostering a strong comprehension of interest rate risk and assist the Chief Risk Officer in setting limits around this
• Developing solid working relationships with Finance, Treasury and Savings functions

The successful candidate will have the following:

• An excellent understanding of market and liquidity risk and the frameworks surrounding these
• Strong leadership, influencing and networking capabilities
• Familiarity of working in a similar role within a regulated environment
• Knowledge of the principles covering Treating Customers Fairly (TCF)
• Firm appreciation for the macro-economic and cyclical drivers for UK interest rates
• Well organised, adaptable, effective in time management and the ability to work effectively under pressure
• Hold a degree in mathematics, science or an economics based subjects
• Clean or near clean driving licence

Desirable:

• Professional qualification such as CFA or FRM
• Experience with fixed income, treasury or capital markets
• Basel II / III experience

If you have the required skills and experience for this Market Risk Manager role then please submit your CV for consideration.