Basic informationLocationLondonService lineRisk AdvisoryDate published17-Apr-2024Req #14846Job descriptionConnect to your IndustryMarket Risk is one of the major risk types in Financial Institutions, primarily the Capital Markets division of banks but also in other FI’s who trade and consequently need to manage risk in their portfolios. … MarketRisk Capital amounts to anywhere from 15% to 25% of a bank’s total capital requirement. The drivers of marketrisk and the process to calculate and manage this risk is complex.As we expand our Risk Advisory business to more holistically include all … risk types, the focus on MarketRisk increases. With the always important regulations for MarketRisk, FRTB and the client-driven demand to support them in these deliverables is also driving an increasing need for these skills.Connect to your career at DeloitteDeloitte drives progress. Using more »
THE COMPANY: Our client is a large successful international bank, devoting a long history of success across the global market, that have offices based in the City. THE RESPONSIBILITIES: Develop and maintain the Bank’s marketrisk management policy suite for traded and non-traded marketrisk; Provide directional guidance on marketrisk framework and policy requirements Coordinate the annual refresh of the marketrisk appetite and/or risk limits for UK entities, working with the first line of defence and/or HO counterparts and providing independent … and effective challenge to the first line of defence input in the process as appropriate. Carry out the marketrisk day-to-day 2LOD activities (e.g. 2LOD oversight, monitoring, etc) or ad-hoc exercise; Provide directional advisory and independent second line of defence oversight on the effectiveness of more »
About the job Market & Liquidity Risk Manager London Hybrid Founded in 2007 our client is one of the fastest growing banks of their kind in the UK. They offer personal and corporate savings products and finance for UK residential and commercial property, in addition to sourcing and advising … on UK real estate investments. Due to growth within the business, they are now looking to acquire the services of a Market & Liquidity Risk Manager to their expanding team. The Market & Liquidity Risk Manager will lead and manage the marketrisk function by developing … appropriate marketrisk monitoring parameters, daily monitoring of such parameters and escalation of risks and provide risk mitigation solutions to the Assets and Liability Committee. This is primarily a 2nd LoD role. This is a broad and varied role, working across Treasury and markets. Identification and analysing more »
Exciting opportunity to join a Global Commodity Trading company who is looking for a Senior MarketRisk to join their Risk Team. The company is expanding and offers excellent opportunities/development. The company trade Oil , Gas Power and LNG. Monitor and evaluate daily marketrisk, i.e. exposures to price, volatility and liquidity risks. Analyse using relevant quantitative analysis of the current market trends as well as anticipating emerging risks that are affecting the trading strategies/goals. Collaborate with traders to provide risk solutioning strategies using approved risk mitigation tools in … protecting/creating/maximizing value of the trading strategies. Execute daily risk reporting as well as periodic reporting to internal stakeholders such as Management, Board, Group Risk and to external stakeholders such as market regulators as part of regulatory compliance. MarketRisk: Produce timely more »
of influence and base of knowledge as part of one of the largest-and growing-banks in the world. What is the opportunity? The Risk Management Department at Mizuho International is responsible for delivering an independent assessment of the risks taken across all the trading and origination activities of … the Company, and the revenue generated in relation to these risks. It is also responsible for implementing a risk management framework consistent with the Company's risk appetite and capacity of resources, in agreement with the Company's Board and Mizuho Securities. The department is led by the … Chief Risk Officer and is made up of the following teams: MarketRisk Management Credit Risk Management Operational Risk Management Regulatory & Liquidity Risk Management Model Risk Management Risk Analytics Risk Reporting What will you be doing? • Primary credit risk management more »
Quant MarketRisk Manager Hybrid 4 days per week £130,000 plus 30% Quant Capital is urgently looking for a Quant MarketRisk Manager to join our high profile client. Our client is a well-known major global exchange. We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This sits within the Commodities Risk Team. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged with … complex risk problems. You will be responsible for managing all aspects of the day-to-day risk management and drive improvement and enhancements, including identifying, developing and overseeing the implementation of new risk management tools and techniques to enhance the risk management process and riskmore »
A new role focusing on the FRTB transition from 2.5 to 3.1 including regulatory ownership, cultural uplift and risk strategy. Responsibilities Assessment of the bank’s current FRTB infrastructure, including internal model approach and standardised rules. Development of marketrisk regulatory capital reporting processes. Quantitative impact analysis … in collaboration with traded marketrisk teams Offer insights and interpretation on capital methodology plans for new and existing products. Produce marketrisk capital inputs and coordinate delivery related to ICAAP Pillar 2A, Pillar 2B stress testing, Bank of England Stress Test, and Annual Report and … Pillar 3disclosure. Skills Required Advanced regulatory and marketrisk capital experience within a Global Banking group Experience across both FRTB 2.5 and 3.1 implementation Traded MarketRisk or Quantitative experience is an advantage. If you are interested in this role please contact Simon Bradbury - simon.bradbury@rolyrecruitment.com more »
We are currently looking for a Senior MarketRisk Analyst to work on a long-term project for an Energy company, based in London. KEY RESPONSIBILITY AREAS Responsible for the migration, accuracy, and integrity of data into the company’s ETRM system for successful reporting Daily reconciliation and … Front Office, Middle Office, Back Office, Finance and IT for successful project delivery and continuous improvement Support process standardization for reporting purposes within the Risk team, regionally and globally Prepare and review of daily P&L and risk reports and following up of any issues with the relevant … teams Other Ad-hoc tasks assigned by the MarketRisk Manager CANDIDATE SPECIFICATIONS University degree in economics, finance and/or engineering discipline; Relevant experience in a marketrisk and or project role within the Middle Office from trading companies or banks Experience manipulating and analysing more »
Our client, a Commercial Bank based in the City are looking for a Market and Liquidity Analyst to join the team. Responsibilities Production of the daily marketrisk reports and analysis Produce data for counterparty stress testing/risk appetite Prepare various quarterly reports to board … risk committee Monitor, control and escalate marketrisk exposure limit excess Assist Head of Risk to perform stress testing, scenario analysis and simulations Input, monitor and review the limits in system Experience Experience within Risk Management in particular within MarketRisk and/… or Liquidity Risk Mandarin speaking essential more »
Implementation Consultant-MarketRisk I am working with a leading vendor in the Financial Services industry who are searching for a Implementation Consultant specialising in Market Risk. If you have experience in a client facing role and strong knowledge of Risk including MarketRisk then I would love to hear from you. This opportunity for a Risk Consultant will give you the chance to grow and learn potentially new asset classes and acquire new technical skills. In the role you will be overseeing the implementation of the software this includes risk … independently on client’s site providing business and technical support during the Implementation process. Requirements for the role: Proven strong subject matter expertise in marketrisk Strong technical skills including SQL Prior experiences as a technical risk consultant Excellent communication and presentation skills with a keen attention more »
We are supporting a London-based client with the recruitment of a MarketRisk Control Specialist on a permanent basis. The ideal candidate will have a background in product control or marketrisk management, as well as experience in commodities and derivatives. Additionally you’ll be … comfortable liaising with trading teams and other departments across the business, and advising on market risk. You will be a key member of the team responsible for managing the execution of key strategic activities that involve some operational tasks and reporting. Your role will be fundamental in ensuring compliance … with marketrisk controls for the group. Your key areas of responsibility will include: Marketrisk management: identify, analyse and mitigate through the use of financial instruments Production of P&L reports, with explanation of P&L movements to management in terms of trading activity, key more »
I am currently working with a Global, Multi-strat and manager hedge fund in London looking to onboard a a Senior Risk Manager for the Fixed income business. This individual will have a strong investment risk or marketrisk background overlooking investment or hedge fund trading … strategies. Responsibilities: Managing the day-to-day operations across the risk function incl. Validating margin methodologies, limits setting, Reports/investor reports and analysis of fund performance. Work closely with the portfolio management team, quant researchers, and senior risk managers to add necessary insights to the portfolio construction … and asset allocation process Provide insight regarding drivers of risk movements to senior management and portfolio managers. Work directly with portfolio managers, help understand how they view risk, the strategies and how best to risk manage the portfolios. Work strategically to further develop the risk management more »
We are partnered with a highly regarded market-making trading company that is an industry leader in providing liquidity across financial markets and products globally. They are seeking a MarketRisk Analyst/Manager to join their global risk management function on a permanent basis. The … successful candidate will play a critical role in monitoring, maintaining and improving the company's risk management framework for a number of traded products. You will work closely with different business units across trading Middle/back office and sales. This is a great opportunity to be part of … an exciting and growing tech-focused trading firm, please see a list of requirements below : Essentia l: Experienced in MarketRisk Management within a Tier-1 Investment Bank or Trad ingcompa ny.Strong knowledge of OTC Derivatives and Options tradi ng.Strong knowledge of financial markets trading life-cycle fl more »
MarketRisk Quant Developer - Systematic Fund Our client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk. This will be a deeply technical role, working across Market-Leading strategies to calculate their Risk … predominantly greenfield, with multiple years of projects already planned and approved. You'd be a great candidate if you have the following experience: Deep MarketRisk knowledge, preferably from a Tier One Bank or Hedge Fund. Strong Python or Java coding experience. Cross Asset Derivatives experience, with a more »
developments for all audit activities in the International Audit team as well as all the audit activities in the Global Markets, Global Banking and MarketRisk audit team globally. You will have focus on the EMEA audit teams, your peers being based in the US and APAC respectively. … You will work under the supervision of the Quantitative Finance Manager for MarketRisk and Automation. This team has been the lead innovator in identifying new automation tools in Bank of America Corporate Audit, implementing the first Python scripted tools, the first model-based audit testing and driving … drive the implementation of new automated auditing opportunities across the EMEA Audit teams with a specific focus on the Global Markets, Global Banking and MarketRisk areas. The role will involve working closely with the Audit teams to identify new automation opportunities and with the Automation development teams more »
need someone with strong SQL skills. Department IT Delivery Team – Control Functions. The team is responsible for developing bespoke software to support Product Control, MarketRisk, Credit Risk, Treasury and Finance departments. Position purpose The team's core responsibility includes developing and enhancing bespoke systems and integrations … into third party systems. These systems bring together energy commodity trade and market data to calculate and report P&L, position, market and credit risk metrics. The team focus is on delivering such solutions that are the best-in-class and strategically aligned. As such the role … understand a complex system landscape and its functional capabilities and boundaries. It is essential to have a thorough understanding of P&L, Position and Risk concepts and principles.. The role involves understanding the business needs, defining the scope, documenting high level functional designs, and to help shape, mobilise, clarify more »
A globally leading London based energy company is looking for a marketrisk analyst to join their Freight/Shipping team. You will provide real-time front-line control and management information of the company’s freight exposures to risk managers, senior management, and traders. The role … of the team in the middle of ETB’s commercial activities, the team will also support broader commercial activities. Preferred Experience: Relevant experience in marketrisk or project roles within the Middle Office. Strong skills in data manipulation and analysis. Proficiency with ETRM systems, Excel, VBA, and ideally … Python, Matlab or SQL. Knowledge of the shipping/freight industry Reporting relationships: This position reports to the MarketRisk Analytics & Projects Manager and has the following main interfaces: - INTERNAL: Front and Back Office, IT, other Middle Office units; Operations, Chartering, Claims, Planning & Control, Finance; - EXTERNAL: Brokers; relevant more »
influence and base of knowledge as part of one of the largest-and growing-banks in the world. What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR … and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate … model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in more »
rates, FX, equities, credit, and commodities in developed and emerging markets. Off the back of strong performance, the firm is looking to make a Risk Officer hire in its London risk team, which will report directly into the CRO. Risk Management is very much part of front … office at this firm - the Investment team that you will face off to consists of an industry recognised CIO and market leading Portfolio Managers, active across a broad range of strategies/asset classes. This is an incredible opportunity for the hire to establish themselves as a specialist Risk professional at a market leading buy-side firm, to take ownership of high performing trading desks and to be actively involved in the investment process (risk managers are encouraged to come to the desk with topics and ideas). Opportunities for progression are unparalleled within this role. more »
Quantitative Research Engineer - Market Microstructure Our client is a leading Hedge Fund headquartered in London and is seeking a Quantitative Research Engineer to join their equities trading desk. The firms team integrates innovative technology and trading strategies, while utilizing a sophisticated research platform and development environment to realise consistent … in the global financial markets. As a Quantitative Research Engineer, you will play a crucial role in analyzing, understanding, and optimizing the intricacies of market dynamics, order flow, and execution strategies. Leveraging your expertise in market microstructure, you will collaborate closely with traders, quantitative analysts, and software engineers … to design and implement solutions that enhance trading performance and efficiency. Responsibilities: Conduct in-depth analysis of equity market microstructure, including order book dynamics, liquidity profiles, and execution venues. Develop quantitative models and algorithms to optimize trading strategies, minimize market impact, and improve execution quality. Utilize advanced statistical more »
Senior Business Analyst – Global Risk Analytics 6-month contract London/Hybrid Up to £796.28 p/d Umbrella If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the … Quality for downstream processes and the delivery/implementation of process and policy improvements. Particular expertise required: Familiarity with regulatory requirements related to Credit Risk and Rating Systems and ideally Parental Support Rating Systems Experience of delivering change within a Data Programme and dealing with large volumes of data … Good presentation and interpersonal skills Ability to hold requirements workshops, Working Groups, training sessions as required Ability to develop and execute test plans Global Risk Analytics (GRA) is a part of HSBC’s Global Risk Function which provides solutions using analytics, tools, and models to identify, measure and more »
Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions. Business Area/Dept Overview The mission of RISK Markets and Financial Institutions (“RISK MFI”) is to provide Senior Management of the Group, of the RISK Function and of Global Markets … GM”) with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks originated and managed by CIB GM, in order to assist them in their risk decision making. The VALUATION ADJUSTMENTS department is within RISK MFI, the team that owns all responsibilities … related to Independent Price Verification(IPV), Fair Value Reserves (FVR), Methodology Corrections (MC) & Prudent Value Adjustments (PVA) across all Global market trading activities and regions. Job Purpose: Fulfil the mission statement of RISK MFI Valuation Adjustments by taking ownership of the definition, maintenance, documentation, reference implementation, testing and more »
Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded marketrisk models such as Economic … capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB … ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the high levels of applications received, only successful candidates shall be contacted. If you are suitable for any other roles Danos more »
A Commodities House is looking to hire an IT Risk Manager with SQL skills into their team to focus on building and developing their risk applications This application will be used by the Front Office, so experience facing off to stakeholders in this space will naturally come as … a benefit. We are seeking individuals with experience working in IT Risk and who have knowledge of areas such as marketrisk, pricing, risk calculations, greeks, ideally in the commodities space but asset classes will also be considered coupled with this. Knowledge of SQL is essential. more »
QA) is a global organisation of highly specialized quantitative modellers and developers. QA is led by Shu-Wie Chen, who is a member of Risk Exco.QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital … impairments, fraud detection, asset-liability management, operational risk, net revenue and balance sheet forecasting, and stress testing across Barclays Group.About QA MarketsThe QA Markets team is responsible for the research, development and implementation of quantitative models used by the Global Markets business. The team’s modelling work applies to … securitized products, and commodities. The team also provides all modelling required for the equity and fixed income financing business and for the capitalization of marketrisk and counterparty credit risk. QA Markets works very closely with our business partners, providing expert knowledge and a suite of analytics tools more »