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Snr Market Risk Manager

London, United Kingdom, £ £ 85000.00-110000.00 Annual Annual, Permanent


A long standing stalwart in the Banking Industry is currently looking to hire a number of people into their Risk Modelling Capability, where specifically for this hire - A Senior Manager in Market Risk Management to focus on the advancement of market risk modelling capability within the business.

As part of this role, you will contribute to the advancement of market risk modelling capabilities within the group through overseeing market risk and ALM models, covering VaR, PFE and ALM Models.

Key Duties in the Senior Manager Market Risk Role will include:

  • Evaluation of market risk and ALM models incl. design, calibration, and validation, operational usage, reporting and governance.
  • Providing expert knowledge on the development, selection, back-testing, stress testing, and review of market risk and ALM models
  • Advising risk teams on appropriate methodologies and approaches to quantitative estimation, validation, and stress testing
  • Developing relevant subject matter expertise in model portfolios under management.
  • Owning and leading in the generation and maintenance of robust documentation to satisfy the bank's internal and external approval bodies.
  • Assisting for Head of Market Risk Model Approval in continuous challenging and augmentation of the function, ensuring alignment with accepted governance requirements.

A successful application for the Senior Manager - Market Risk role will include:

  • Strong academic background with quantitative content or equivalent skills derived from experience, within relevant field/topic.
  • Experienced in design, development, validation, and stress testing of market risk models
  • Strong knowledge of regulatory requirements relating to market risk modelling incl. emerging regulations
  • Excellent written and verbal communication incl. the ability to explain and deliver highly technical issues relating to market risk in a succinct and simple manner
  • Ability to code in visual basic or C/C++ or R or Python

Should you meet the requiremets, please click to apply!

Job Details

Not Specified
London, United Kingdom
£ £ 85000.00-110000.00 Annual Annual