| Job Title: | Risk Manager |
|---|---|
| Reference: | nbvdertyewrtyhgv |
| Salary: | Highly Competitive |
| Location(s): | City of London |
| Industry(s): | Banking |
| Advertiser: | Selby Jennings |
| Employment Type: | Permanent |
| Posted: | 29-09-2008 |
Description:
A Top Tier Invesment Bank is currently seeking a risk manager to ensure that the multi-dimensional risk profiles of the European businesses are understood at a global macro level. You will be sat on the trading floor reporting into the Head of Risk Management, communicating with risk departments on a global basis.You will be responsible for:
· Analysing market and trading credit risks
· Developing and implementing of economic capital models for market and trading credit
· Monitoring risk exposures across all asset classes in both trading and banking books
· Ensure that risk profile is fully understood with respect to risk metrics such as book size, risk sensitivities, Value at Risk, and Stress Testing
· Measuring impact of new business initiatives
Suitable candidates will have:
Bsc/Msc level qualifications within a quantitative/economics discipline
Good technical understanding of market risk methodologies such as Value at Risk, stress testing, derivative counterparty risk exposure.
Strong understanding of accounting controls and valuation adjustment methodologies
· Experience in financial markets – can relate economic events to markets and on to trading businesses.
· Good understanding of fixed income products and markets - quantitative aspects and market practices
Please send your CV as a word document to jobs@selbyjennings.com
www.selbyjennings.com
Other jobs you may be interested in...
| Risk Analyst - Futures, London | ||
|---|---|---|
| An excellent opportunity has arisen for a Risk Analyst to join the Credit and Market Risk team at a ... | ||
| City of London | £50000 - £60000 per annum | View Job |
 |
||
