Information:
Job Vacancy Details
Fixed Income Risk Manager
Risk Management
London
Permanent
Updated July 15, 2008
The role will involve the following:
• Develop and maintain close relationships with trading desks and senior trading management
•Ensure all current and potential P&L drivers are fully understood
• Review daily market risk reports for accuracy and provide ad hoc analysis and commentary
• Perform key risk reviews and summaries for senior risk and trading management
• Enhance existing risk methodologies and risk capture (sensitivities, VaR, scenarios, economic risk capital)
• Ensuring full appreciation of risk on all new products and transparency of trading/hedging strategies
Who we're looking for
The ideal candidate will possess the following:
• Degree in Maths, Finance or other quantitative discipline likely although not essential if relevant market experience
• Solid experience working in a risk management role or equivalent markets experience
• Strong knowledge of products including derivatives
• Understanding of VaR and other risk measurement frameworks
• Excellent Excel spreadsheets and general systems skills ideally VBA
About our client
Our client is a leading Investment Bank with a global presence.
What's on offer
Competitive package on offer.
Michael Page Contact
For further info, apply or phone on 020 7645 1423.
Job Ref: 12982960
Your application will be sent to Ana Antunes da Silva.
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