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Market Risk Manager - Rates - VP Level

  • Location East London
  • Job-type Permanent
  • Reference BBBH108678
  • Salary £85000 - £110000.00 per annum
  • Specialisation Risk
  • Posted October 27, 2020

Responsibilities:

  • Traditional market risk team that are responsible for risk oversight of trading desk, setting limits and mandates
  • Working closely with the desks focusing on sovereign bonds trading desk, swaps, inflation, repo trading
  • Management of an associate in the team
  • Ad hoc project work, involving FRTB and IBOR

Skills Required:

  • Degree in mathematics, financial engineering, sciences or similar subject
  • Ideally strong knowledge of vanilla rates products and markets, and rate portfolio risk profiles, including understanding of Greeks and VAR
  • Strong IT Skills including SAS, SQL or similar as well as competent excel / VBA abilities