Vp Market Risk Manager - London, United Kingdom - eFinancialCareers
Description
Responsibilities:
- Traditional market risk team that are responsible for risk oversight of trading desk, setting limits and mandates
- Working closely with the desks focusing on sovereign bonds trading desk, swaps, inflation, repo trading
- Management of an associate in the team
- Ad hoc project work, involving FRTB and IBOR
Skills Required:
- Ideally strong knowledge of vanilla rates products and markets, and rate portfolio risk profiles, including understanding of Greeks and VAR
- Strong IT Skills including SAS, SQL or similar as well as competent excel / VBA abilities
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