08/01/2020
Tier 1 Bank
London, UK
Permanent, Full time
£80,000 – £110,000
Market Risk Manager
My client, a Tier 1 Bank based in Canary Wharf are looking for a VP level candidate to join their Market Risk Regulatory team. The successful candidate will have an understanding of Market Risk, Market Risk Regulation and will have dealt with the regulator previously.
Responsibilities:
- Making sure Market Risk is managed within the risk limits set by Senior Internal Stakeholders and External Regulators;
- Actively deal with the regulators in relation to meet Market Risk Regulations such as FRTB;
- Lead regulatory projects including capital risk management and being responsible for successful delivery;
- Review model changes relating to Modeled Market Risk and co-ordinate model changes;
- Co-ordinate both regular and ad-hoc submissions relating to IMM reports.
Required:
- Working experience with market risk regulations for over 5 years in a Tier 1 Investment Bank;
- A strong understanding of Market Risk related regulatory requirements, preferably knowledge of PRA regulated institution with Advanced market risk model approval.
For more information, contact James.Thompson@eximius.com or 0207 648 6926.
Click on the images to connect with James on Linkedin.
Market risk, Modeled market risk, FRTB, IMM