Senior Exotic Interest Rate Market Risk Manager (VP)

Ref: EIRR-3010
Competitive Base, plus Bonus & Benefits
Leading European Investment Bank
Market Risk Department

A fantastic Market Risk opportunity has arisen within a leading European Investment Bank in London. Reporting to the CRO for London, you will work closely with the Exotic Interest Rate trading desk, to manage their market risk. This is an excellent opportunity for an experienced exotics rates market risk or trading professional to take the next step in their career.


  • Validate risk indicators; compute official risk reports; notify breaches
  • Analyse the positions and computation of the stress scenarios
  • Participate in the month end process (reserves, Totem) and deal approval process
  • Constantly improve the market risk monitoring framework
  • Provide assistance to other departments when required
  • Direct daily contact with Front Office trading and other departments
  • Comply with all legal, regulatory and internal compliance requirements
  • Maintain appropriate knowledge to be fully qualified to undertake the role


  • 6+ years experience in either market risk analysis or trading – ability to explain high level trading risk for portfolios
  • Strong Interest Rate Exotic product knowledge
  • Educated to a degree level is preferred
  • Good knowledge of mathematical finance
  • Build strong relationships; handle disputes, negotiate with traders and enforce difficult decisions
  • Resilient, resourceful, self-starter, pro-active
  • Excellent communication skills