Market Risk Manager

• Company

  Huntswood

• Location

  UK-London

• Remuneration

  GBP70000 - GBP120000 per annum

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  20-May-2013

• eFC Ref no

  1156665

This position is a key 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.
• The development of stress testing for liquidity and market risk management.
• Interpretation of the possible consequences of macro-economic events and horizon analysis.
• Designing reports, models and calculation methodologies to value the optionality of various strategies.
• On-going 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.