Market Risk Manager (Structured Rates)

Job Description

Job Title: Market Risk Manager (Structured Rates)

Tasks

- Identifying and investigating changes in risk profile, including analysis of VaR and stress drivers. Communicating findings to management. - Working with the front office to understand and remedy breaches where necessary. - Review new transaction requests, identify and assess key risk issues, including capital implications. - Develop a good understanding of risk systems and assist with improvements where necessary. - Ad hoc risk projects and infrastructure development. - Track relevant market events and drivers.

Requirements

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

We offer

- A wide range of risk management responsibilities and exposure to trading departments, other risk teams, finance, and senior management. - A great opportunity to develop a deep understanding of risk systems and contribute to their improvement.

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.

Competencies

- Identifying the root causes of problems and defining a clear vision and direction for the future. - Evaluating all options for solving problems and effectively prioritizing actions or recommendations. - Inspiring team members by effectively communicating ideas and motivating them to increase productivity. - Commitment to professional development and increasing team productivity by promoting knowledge sharing. - Respect for diversity, promoting a culture of psychological safety in the workplace, and cultivating a "risk culture" (challenge, escalation, and respect).