Key skills
PythonSQLVBALeadershipRisk ManagementCommunicationCollaboration
About this role
Role Overview
- Set the risk appetite for the Trading portfolio and monitor limits
- Collection and analysis of market data from various sources
- Escalation of critical risk issues to Traders and Risk Management Leadership
- Review and provide feedback on market risk models
- Perform Internal, Regulatory, and Scenario stress testing
- Collaborate with stakeholders across teams to deliver accurate and timely risk reporting
Requirements
- Solid understanding of Products such as IRS, Sov Bonds, XCCY Swap, CDS, CDX, Equity and Options
- Holistic knowledge of Market Risk management, VaR/SVaR, Stresses and bespoke risk specific scenario analysis
- Technical knowledge SQL/VBA/Python
- Academics / Education
- postgraduate or similar degree with good understanding of Financial Markets and associated instruments
Tech Stack
- Python
- SQL
- VBA
Benefits
- Competitive salary
- Self-motivated, takes ownership of responsibilities
- Collaboration across teams
- Professional development opportunities
- Excellent communication skills