New Market Risk hire within this dynamic Global banking group. The successful candidate will cover Credit Derivatives, FX, Rates and Commodity trading desks.
Reporting into the Global Head of Market Risk (based in London) you will work closely across VaR modelling and stress testing initiatives as well as helping to approve new structured products and strategy. Key relationships will include Model Validation, Quant Strategy and Model Technology.
This is an excellent role for an established market risk professional looking to take on a broader portfolio of work as well as to assume a management remit.
Skills Required :
- 5-10 years Market Risk experience ideally across FICC asset classes
- Strong VaR modelling skills are essential
- Masters degree education within STEM subjects
- Previous experience of L2-L1 risk functions and working with trading, quant and structuring teams
If you are interested in opportunity role please contact me in confidence at email@example.com