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 »
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 »
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 »
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 »
Greater London, England, United Kingdom Hybrid / WFH Options
MSCI Inc
look to develop deep linkages with our clients and help clients make best usage of our products in the context of their investment or risk process and their business goals. The individual will be responsible for supporting a suite of our Analytics Products. This will involve sharing best practices … explaining risk models applied to multi asset class portfolios and partnering with the sales team to provide expertise in client engagements and pre-sales activities. Successful candidates will have a thorough knowledge of marketrisk measurement and management, pricing of asset types (including equity, fixed income, commodities … relationships within our regional client base; implement strategic plans to ensure client retention. Develop expertise in MSCI products and models as well as latest market trends and regulatory landscape to provide clients with Best Practices guidance. Identify opportunities to increase client usage of our products and identify new users. more »
My client, a boutique Mayfair Hedge Fund, are seeking a talented Risk Developer, strong in Python, to join their London office and report directly to the CRO. With a consistent track record of positive returns across their fund and substantial growth in Assets under Management (AuM), the firm is … actively seeking an experienced and dynamic Risk Developer to join their team. In this role, you will collaborate closely with the CRO on diverse projects, with your responsibilities encompassing the build out and maintenance of a proprietary risk infrastructure written in Python and SQL, as well as the … creation of new databases for risk and profit & loss (PnL) analysis. They are seeking experienced candidates (7+ years of experience) who possess strong programming skills in Python and Power BI and have a solid understanding of marketrisk, VaR analytics and exposure calculations. This role offers a more »
Prudential Reporting function, at a time when the team is expanding its remit. The team is responsible for submitting regulatory reporting across balance sheet risk types; such as capital, liquidity, and market risk. The primary goal of the team is to produce complete, accurate and timely reporting. The … also find out more about our approach to hybrid working here. What you'll be doing This role will sit in one of three risk reporting sub-teams (capital, liquidity and market), depending on the candidates experience. The role will report to a Consultant in that sub-team. more »
checks monitoring system performance, and providing cross-application support. The Candidate must understand the technical and functional intricacies of the suite of applications for Risk and Finance that they will be supporting, including the end-to-end business impacts. They will understand the interfaces to and from their respective … relationships with application development (L3) teams and contribute towards early engagement, input, challenge and delivery of all change initiatives. * Maintain relationships with the wider risk and control functions to ensure that risks are understood, documented and mitigated with clear action plans. * Day-to-day relationships with teams from other … and availability of production services. Preferred Qualifications and Experience * Degree qualified or Bachelor's Degree in IT * 3 to 5 + years' experience in Risk and/or Finance application support Lead Role * Preferred experience working in a function of Risk and/or Finance investment banking and more »
checks monitoring system performance, and providing cross-application support. The Candidate must understand the technical and functional intricacies of the suite of applications for Risk and Finance that they will be supporting, including the end-to-end business impacts. They will understand the interfaces to and from their respective … relationships with application development (L3) teams and contribute towards early engagement, input, challenge and delivery of all change initiatives. * Maintain relationships with the wider risk and control functions to ensure that risks are understood, documented and mitigated with clear action plans. * Day-to-day relationships with teams from other … and availability of production services. Preferred Qualifications and Experience * Degree qualified or Bachelor's Degree in IT * 3 to 5 + years' experience in Risk and/or Finance application support Lead Role * Preferred experience working in a function of Risk and/or Finance investment banking and 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 »
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 »
working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including derivative pricing models, credit and marketrisk, capital models, AI models, etc.), adhering to regulatory standards and industry benchmarks. The validation process often necessitates an independent deployment of the … or a relevant area, professional coding ability in Python and around 5 years experience in either model development or validation across either pricing or risk modelling. more »
Senior Business Analysis experience) Contract Length: 3 months (extensions likely) Location: London/Remote Rate: £TBC/flexible Start: ASAP My client is a market leader in the software space. We are looking for an experienced Consultant/Programme Manager who has a BA background to assist with implementing … bespoke credit and risk management software. The successful candidate will take ownership of documenting and analysing requirements and implementing them via the software using data management and configuration. I'd love to hear from you if you have the following: - Energy, Commodities and Financial Services experience - Working knowledge and … project/project experience with MarketRisk, Credit Risk and Trade Surveillance - Position Limit Monitoring experience (Exchange, MiFID and CFTC0 - Understanding of data systems and large data sets - Data tools and languages knowledge (SQL, PowerBi, SSAS and Powershell) For more information and a confidential chat please contact 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 »
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 »
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 »
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 »
with (if vendor) top banks and/or top buy-side institutions (respectively asset management or hedge fund). 5+ years experience in either marketrisk, or credit/counterparty risk, or liquidity risk… in either regulatory or internal risk management context. Excellent communicator able more »
Prudential Reporting function, at a time when the team is expanding its remit. The team is responsible for submitting regulatory reporting across balance sheet risk types; such as capital, liquidity, and market risk. The primary goal of the team is to produce complete, accurate and timely reporting. The … also find out more about our approach to hybrid working here. What you'll be doing This role will sit in one of two risk reporting sub-teams (capital and liquidity), depending on the candidates experience. The role will report to the Senior Manager in that sub-team. You more »
My client, a flagship European branch of an APAC-headquartered banking organisation are looking to hire a Mandarin Speaking MarketRisk AVP. The successful candidate will enjoy the task of the creation, upkeep, and advocacy of the Bank’s Enterprise Risk Management Framework (ERMF) and related activities. … It also provides independent second line of defense oversight for Traded MarketRisk, IRRBB & FX Risk, Operational Risk, Model Risk management activities, and project management activities (i.e., project risk) within the Bank. As an Assistant Vice President of MarketRisk (IRRBB), your … focus will be on IRRBB (non-traded MarketRisk), with the responsibility of managing both traded and non-traded marketrisk profiles. You will evaluate the effectiveness of marketrisk management activities across the UK entities, working alongside other members of the Marketmore »
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 »