Market Risk Reporting - London, United Kingdom - Lutine Bell

Description

Job Description

Market Risk Reporting, AVP

£70,000 - £85,000pa

London - 2/3 days per week

Lutine Bell are supporting a leading Banking firm to appoint a Market Risk Reporting, AVP into their growing Risk function, reporting into the Head of Market Risk.

Responsibilities:

• Monitoring the market risk reports and analysis of the trading activity on a daily basis and monthly MI.
• Daily market risk monitoring of the exposures against limits.
• Creating a template for the monitoring specific risk metrics.
• Analysing and modelling stress analysis.
• Assessing the new business and products and how to include this into the risk management framework, ensuring the risks are appropriately measured and reported subsequently.
• Participating within the design, scope and coordination of the new market risk processes to help transition to the new process.

Knowledge & Skills:

• Strong numerical and financial skills with the ability to interpret financial information.
• Understanding of securities and pricing models, greeks, VaR, financial markets.
• Confident to work and respond in a fast pace environment with traders.