Market Risk Manager - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Market Risk - Emerging Markets Rates. The Rates and Currencies team within the Market Risk Management group is responsible for the oversight of these businesses.

This role is for a market risk manager with a few years experience of market risk and/or therates markets, located in Canary Wharf, to join an existing Rates team in the region and will be focused on managing the market risks associated with the CEEMEA Rates Trading business.

Main Activities:

Daily monitoring of risks. Identification and evaluation of market risks generated by the CEEMEA Rates business. Performing adhoc scenarios.
Communication with trading desks to fully understand risks and collegiately work towards solutions for improved risk management.
Working to ensure that the reported risks are correct; assisting in resolution of any technology issues, liaising with other stakeholders where needed, and escalating where necessary.
Contribute to the development or production of metrics used to satisfy regulatory requirements and stress testing processes.
Assist with periodic preparation of presentation materials for senior management and internal discussions. Ability to speak as needed on market events.
Assist in review and validation of assumptions in pricing models used by underlying business unit(s) and analyse the impact of model changes.
Assist in asset class and non asset class specific projects, including around data integrity and suitability.
Work closely with stakeholders including Financial Control, Price Verification and the Model Validation groups within the organization to ensure that the proper controls are in place.
Assist with review of new business proposals including risk limit monitoring and ensuring risks can be fully captured within the firm's systems.

Key experience and skills required:

A few years of market risk experience or similar with experience in the rates markets and quantitative knowledge of markets, products, models and risk.
Some experience with Emerging Markets Rates products in the CEEMEA region and their risks is beneficial but not vital.
Experience with portfolio risk measurement techniques including VAR and stress testing.
Relationship management skills both building relationships and challenging where needed.
Must be dedicated to information integrity and to producing high quality and insightful output and hitting deadlines where applicable. Must be prepared to go into as much detail as is required to resolve issues. Must be capable of working very productivelyusing time very efficiently.
Good presentation and communication skills.
Knowledge of data management and/or Business Intelligence tools would be advantageous.

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Job Family Group:

Risk Management

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Job Family:

Market Risk

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Time Type:

Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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