My client is looking for an experienced client facing Market Risk Specialist to work with Senior Buisness stakeholders across the City on Market and Liquidity Risk issues.
Well known Financial Institution are currently looking for a highly experienced Risk Manager to join their Market Risk & Liquidity Risk department. The team?s role is to provide the technical expertise in respect of Market Risk measurement and management and trading book valuation, including derivative valuation.
The team, currently with a headcount of 15, work with top financial institutions carrying out assessments of firms? trading businesses, market risk management frameworks (including market risk models), valuation model validation processes, and product control processes. As part of this team you will cover all traded asset classes (i.e. equities, fixed income, FX, credit derivatives and commodities).
The division wishes to take on a numerate and articulate Market Risk specialist to work within the Traded Risk Team. We are looking for someone with well-developed communication skills, excellent client facing ability and a strong background in Market Risk Management with broad asset class knowledge (ideally including derivatives) and proven quantitative skills.
A post-graduate degree or qualification in a quantitative or finance related subject covering, for example, partial differential equations and stochastic calculus will be advantageous.
(Real Resourcing acts as an Employment Agency and an Employment Business)
