Local Knowledge Global Resources Specialist Consultants
- New York
- Hong Kong
Market Risk Manager - Structured Credit AVP/VP
Location: Londres, Angleterre, Royaume-Uni
Salary: £60,000 - £90,000 Base
My Client is a small to medium sized Tier 2 international Bank with a focus on Credit Products.
They have a relatively small team which offers a broad set of skills and experience including working closely with traders on a daily basis to monitor their positions.
Typical functions of the role will include;
- (Value at Risk) VaR & (Expected Shortfall) ES analysis
- Testing analytics including stress testing and back testing.
- New Product Approval processes
- preparation, distribution and presentation of mark to market analysis
- preparation, distribution and automation of reporting
- Rreviewing heding approach
Candidates are required to have proven experience as a Market Risk Manager with Credit products. Candidates with structured credit products will be well placed.
Candidates coming from Market Risk Reporting functions will also be considered.
Candidates must have the ability to work in the UK without the requirement for further sponsorship.