Current Opportunities

Global Investment Bank

Risk Manager - Market Risk Manager (VP)

Permanent
London

Our client fosters an inclusive and respectful work environment, where every employee has the opportunity to thrive. They work with E2W in partnership to become more diverse.

  • Experienced Market Risk Manager with a focus on traded exotic products in the Rates and / or Hybrids asset classes
  • Strong experience in markets-related roles with an emphasis on market risk management
  • A strong understanding of market risk controls and governance frameworks
  • Good knowledge of industry standard exotic Interest Rate (IR) / Foreign Exchange (FX) / Equities (EQ) derivative pricing models
  • Good knowledge of commonly traded exotic products including rationales, flows and risks (including structural, non-linear, cross and model)
  • Excellent understanding of VaR and VaR methodologies
  • Previous experience in assessing, quantifying and implementing appropriate portfolio stress tests
  • Previous experience in defining, assessing and implementing limits
  • A working knowledge of economic and regulatory capital
  • Familiarity with current regulatory initiatives such as Fundamental Review of Trading Book (FRTB), Volker, stress testing
  • Educated to Bachelor’s degree level (or equivalent qualifications/ work experience) with a concentration in Maths, Physics, Engineering or a Quantitative Finance related field



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