Market Risk Analysis & Monitoring Lead (AVP)

London
Ref: MRAM-0706
To £85k + Good Bonus, Benefits
Leading European Investment Bank
1st LOD, Front Office Risk Control, FX Option & FX Spot Trading

A fantastic opportunity has arisen within a leading European Investment Bank in London.  Reporting to the Head of FX/Treasury Markets Activity, you will work closely with Market Risk, Ops, Finance, Audit etc, to manage their market risk reporting.  This will involve production and analysis of P&L figures and associated Limits.

KEY RESPONSIBILITIES:

  • Management of the team (x5), monitoring their various risk reports 
  • 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

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years' experience in market risk reporting – ability to explain high level trading risk for portfolios
  • Strong FX Options product knowledge
  • Educated to a degree level is preferred
  • Good knowledge of mathematical finance
  • Builds strong relationships, handles disputes, negotiates with traders and enforce decisions
  • Excellent communication skills, self-starter, pro-active
  • Knowledge of the MUREX a plus