Are you a multitasker and experienced to deal with different stakeholders and their needs in a global project environment? We are looking for someone with this profile to drive through Market Risk consulting projects from the start to successful implementation as part of a global organisation. You will be contributing mainly with:
- Manage the team on execution of FRM engagement, in particular Market Risk and Valuation engagements, to ensure quality service is delivered - Develop and maintain client relationships; maximise business opportunities.
- Supervise a growing specialist team and contribute to the career development of team members.
- Play a key role in business development - Oversee credit risk modelling junior analytical resources, and client related inquiries.
- Maintain up-to-date knowledge of market risk management practices, both locally and internationally.
- Develop and maintain productive working relationships with client personnel.
- Build strong internal relationships within the Advisory practice and across other services.
- Strong Market Risk experience as a Market Risk Manager in IB or consulting (ideally mix)
- Strong experience in quantitative risk factor modelling, calculation and application of CVaR and other market risk capital methodologies
- Minimum of 5 years experience in Risk/FO/Consulting/Quantitative methodology
- Experience in FRTB or similar regulatory capital calculation implementations. (Desirable)
- 5+ years' experience within trading book market and/or credit risk
- Solid knowledge of CVaR, Stress testing and the Greeks
- Detailed knowledge of one or more asset classes (FX, Rates, Credit etc.)
- Excellent ability to communicate successfully and to high standards (written and verbal)
- Degree educated or higher from a leading academic institution
Tags: Market Risk Methods, FRTB, Expected Shortfall, CVaR, Cross Asset Class, BRD, FSD, VAR calculation.
If you are interested please APPLY so that one of our consultants contact you straight away!