Job Description
The Market Risk Assistant Manager will provide support and challenge to the various business units in their management of market risks.
Responsibilities
- Work closely with senior debt managers and asset managers to support the understanding of risk appetites, policies, limits and exposures. Provide independent and effective second line challenge on risk-taking.
- Preparation of daily, weekly, and monthly risk management information and dashboards for senior management and committees, along with monitoring and reporting against market risk limits.
- Design, maintain, and implement multi-factor & multi-period scenario analysis and stress testing across all market risk exposures (including fixed income, FX, equity, and multi-asset investment strategies.)
- Analysis of the market risk implications arising from new funding strategies, investment strategies, markets, products, processes, or regulatory requirements.
Requirements for this Role
Your Background
- A strong degree in a quantitative discipline (e.g. Maths, Economics, Engineering.) is preferable.
- Proven track record in monitoring, measuring and managing substantial market risk exposures across a diverse range of complex specialised portfolios.
- Excellent understanding of global financial markets and a strong product knowledge (e.g. Bonds, Repos, Loans, Deposits, Swaps, and Short-Term Paper).
Please apply with whatever version of your CV you have at hand. Happy to take a call to discuss in further detail from there.
About Our Client
Investment firm
Remuneration
Salary and bonus potential in line with seniority of position.
