Market Risk Manager

Responsibilities

• Constant awareness and understanding of the main risks taken by the Equity desk, challenging the desks when required
• Review of new trades in the Equity business, liaising with front office and other risk functions to understand the risk rewards of transactions, to aid their approval
• Ability to manage projects, needing to improve the risk capture and the understanding of the different Equity businesses
• Represent Risk on regulatory projects (such as stress testing, new capital models), ensuring the quality of the results produced for Equities, and reported to senior management, management updates, presentations, and speaker notes
• Design and drive the build out of tools to aid in quality reporting of risk and RWA; leveraging the offshore resource base to execute these

Your skills and experience

• You will have experience in market risk management, preferably in the equity space
• Familiarity / experience with key regulatory deliverables and developments in stress testing
• Familiarity with the building blocks of risk management (risk identification and risk appetite frameworks in particular)
• Bloomberg or Reuters experience would be advantageous
• Exceptional technical skills - Programming language experience (Python, R, Mathlab) also a distinct advantage