Leading global Investment Bank seeks to add seniority and managerial experience to its Fixed Income risk function, that supports the Front Office closely.
Role Objective:
The successful candidate will be responsible for ensuring the completeness and accuracy of market parameters used to value Fixed Income positions globally.
They will also be responsible for developing and maintaining the control processes and associated tools for all official parameters including liaising with external data and service suppliers.
Role Responsibilities:
Directly manage a small team of analysts in London performing centralised controls and exception management over market data and related information.
Manage the market data controls performed by the FI function in other locations.
Provide expert advice and guidance on market data issues to all levels within Fixed Income Operations and, in respect of FI parameters, to other business lines.
To ensure that all market parameters controlled by the FI PC function globally are adequately controlled in accordance with the defined policies and guidelines. Contribute to the further development and refinement of these guidelines.
Drive the evolution of the market parameter verification processes, including identification of the parameters in use and the assessment of alternative checking methods and sources. Analyse and question current processes and contribute to their improvement.
Build and maintain relationships with Front Office, Middle Office, Risk, Finance and other business line PC functions based on trust, respect and professionalism. Provide point of contact for auditor and internal market data queries.
Candidate Requirements:
Post-graduate degree in relevant quantitative subjects.
Excellent working knowledge of the range of Fixed Income products (Interest Rate, FX & Credit) and their associated risk sensitivities.
The ability to discuss and resolve pricing issues with traders and risk specialists is essential.
Market data control experience is essential.
Proven ability to implement effective new processes and controls. Project management experience would be an advantage.
Team management skills. At least some of this experience should have been gained in supervising a Risk Control team.
Leadership skills (experience of managing functions across locations would be an advantages).
Able to communicate authoritatively at all levels (traders, risk staff, senior management).
Contact Us:
For more information regarding the role, organization and the career development opportunities available within our client, please contact Andrew Cook at:
