Market Risk Manager - Rates - VP Level

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