Manager - Traded Market Risk Analytics & Reporting 

 

Organisation

 

A premier Financial Markets House are looking for a Manager within their Market Risk Management Division, to oversee their Reporting and Analytics function  

 

Role

 

• Oversight of the production of Reporting and Analytics within traded markets environment

• Development and enhancement of framework, capturing risk within all traded market asset classes across multiple Domestic and International Markets

• Refine the generation, depth and delivery of the reporting in-conjunction with Risk Managers and Front Office

• Development of Short term Qualitative and Quantitative tactical tools for the Front Office and Risk Managers

• Support the enhancement of VaR, Stress testing and sVaR architecture.

• Development and Mentoring of analysts within the Group.

• Support the traded markets Risk Management oversight function and the Front Office

• Oversight of Quant and Technology resources supporting the division

 

Individual

 

• Proven track record of delivery in a Traded Markets Risk environment

• Exposure to Rates, Derivatives, Equities and Currencies desirable

• Hands on experience of VaR and Stress Testing

• Strong Quantitative pedigree, PhD desirable

• Professional qualifications such as FRM or CFA desirable

• Technology background including programming in Python, VBA, SQL desirable

• Exposure to managing people desirable

• Timetable of Change - may suit BA or Project Manager returning to BAU