JOB DESCRIPTION

A well established and extremely successful Investment Bank is looking to add an experienced Market Risk Manager to join their pre-existing Emerging Markets Risk team. The successful candidate will then be responsible for the valuation and risk control of various Credit-trading products specifically the Local Emerging Markets and FX trading areas. This position is the main contact point between the Market Risk team and trading desk as well as Front Office IT.

Responsibilities:

·         Independent price verification of the Loan trading (loans in conjunction with the hedges including SNDS, loan CDS and index trades)

·         Ensure that VAR and Issuer Risk are correctly reported. Review of all current provisions and creation and implementation of improved controls

·         Daily comments on risk and P&L trigger events, analysis for weekly MRM board report; investigation of back-testing exceptions

·         Liaison with other departments to improve processes and to maximize efficiency

·         Portfolio review highlighting risk issues and suggested actions; approval of new trades and products; analysis of impact of defaults and other market events

Required of the candidate:

• Degree in Computer Science or similar from top University 
• Excellent working knowledge of Excel/VBA
• Between 1-3 years experience in developer role at top tier financial institutions
• A detail orientated, focused individual who is accurate and methodical in their approach.
• Self motivated, enthusiastic, team orientated individual. 

In return they are offering:

·         Excellent credit and rates knowledge including trading strategies and risk profiles of relevant products

·         Over 5 years experience in market risk management

·         Strong knowledge of Front Office systems eg. Bloomberg / Reuters

·         Good Excel and Access skills including basic programming

·         Advanced Degree in quantitative field advantageous

KEY WORDS:

Market Risk, Manager, London, Interest Rates, Emerging Markets, Foreign Exchange, Credit, Risk, FX

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies

We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.

Applying: Quant-Jobs@globalquantrecruitment.com

Search Consultant: James Friend
Contact Telephone Number: +44 (0) 203 207 9090
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com