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Mis à jour le dimanche 1 août 2010
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Voir les 269 annonces d'emploi de SELBY-JENNINGS-LONDON
Top British Bank seeks strong market risk analyst, London, £ 45,000–60,000
A leading British bank who have suffered since Sept 08 are looking to build up their market risk team with the hire of a very strong risk profile who can manage the structured fixed income business especially on the rates side.
The bank is offering significant career progression opportunities and commercial exposure to the successful candidate.
Primary purpose of the role is to undertake risk management responsibilities for the Global Structured Rates trading business.
The jobholder would be required to analyse positions to ensure that the risk is correctly captured, and develop/use knowledge of key trading strategies/risk positions to review the portfolio to identify areas of concern.
The jobholder would also be required to provide support to the Head of Structured Rates Market Risk on broader issues affecting the businesses risk managed by the team.
Requirements:
-Analyse positions and trading strategies, develop detailed knowledge of positions on trading books and sources of trading P&L,
-Build relationships with key staff in Front Office and other support functions,
-Ensure risk reports are accurate and highlight key risk metrics,
-Consider alternative risk management strategies and controls as portfolios evolve,
-Review/approve new risk pricing models and changes to existing models,
-Review/approve non standard deals,
-Review/approve new products/structured transactions.
Responsibilities:
-Prepare regular summaries of positions, P&L and pipeline deals for senior Trading Business and Market Risk Management,
-Avoid adverse audit findings for the desks that the jobholder risk manages,
-Provide analytical input to biweekly Risk & Control Committee meetings,
-Perform initial review of all non-standard deals and new product approval requests on the desks listed above; provide additional input thereafter to ensure Market Risk requirements are met prior to signoff,
-Conduct review of new & existing models in conjunction with the quant team and document the sign off of models from a market risk perspective,
-Develop a robust process for scenario analysis and other measures of risk not well captured by VaR,
-Work with risk control team to automate reporting for the trading desks listed above, ensuring that reports reflect forthcoming changes to business structure, and incorporate additional risk metrics where appropriate,
-Assist with ongoing integration of another Arates-related businesses,
-Assist with testing of market risk aspects of new systems and work with the project teams to enable the new systems to be used in daily risk production,
-Assist in development and implementation of improvements to VaR and other risk methodologies, including back-testing and 'risks to include in VaR' project,
-Daily market risk management decisions, eg: evaluating whether risk feeds received from Front Office systems accurately reflect risk; deciding which issues to escalate to senior management,
-Recommendations to Market Risk Management on deal approval requests,
-Approval for upgrades to core trading systems,
-Proposing issues to raise with desk heads at regular market risk liaison meetings.
All applications by mail in word.doc format.
www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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