Market Risk Manager (Structured Rates)

Job Description

Job title: Market Risk Manager (Structured Rates)
Corporate Title: Associate
Department: Risk
Location: London

Tasks

• Identification and investigation of changes in risk profile, including analysis of VaR and stress drivers
• Communication of results to management
• Collaborate with the front office to understand and resolve violations when necessary
• Reviewing new transaction requests, identifying and assessing key risk issues, including capital implications
• Developing a good understanding of risk systems and assisting with improvements where necessary
• Ad hoc risk projects and infrastructure development
• Stay up to date on relevant market events and drivers

key objectives

• Accuracy and strong analytical skills to identify and investigate significant changes in risk
• Strong communication skills to inform management about changes and new positions
• Good prioritization skills and a strong work ethic to complete each task thoroughly and correctly

Requirements

• Master's degree in applied mathematics, financial mathematics, or a related quantitative subject, or equivalent professional experience
• Familiarity with structured interest rate products and their risk profiles, including understanding of Greeks and impact on VaR

We offer

• An inclusive work environment that promotes diversity and equal opportunities
• A company committed to promoting entrepreneurship and skills development