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 »
of budgets and timeline for projects to allow for reporting and cashflow management. Review of business opportunities: Evaluate and research the UK and EU market, risk, and reward of projects by preparing a detailed business case for new R&D developments. Regulatory Intelligence: Maintaining awareness of existing and 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 »
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 »
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 »
London, England, United Kingdom Hybrid / WFH Options
BlackRock
Description About this role Title: Trading & Securities Lending MarketRisk Manager, ASO/VP Job Description Business Overview The Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock’s fiduciary and enterprise risks. RQA’s mission is to advance the firm’s risk management practices … and deliver independent risk advice and constructive challenge to drive better business and investment outcomes. RQA’s risk managers play a meaningful role in BlackRock’s investment process, using quantitative analysis and a multi-disciplinary skillset to tackle real-world problems and provide tangible solutions in the investment … and work with team members to understand how personal passions and strengths connect with our purpose. Key Responsibilities: You will join a team of risk managers focused on global capital markets to provide marketrisk management of BlackRock’s global trading and securities lending activity. You will 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 »
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 »
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 »
including corporate and investment banking, retail banking, and asset management, with a strong focus on innovation and digital transformation. They are looking for a MarketRisk Analyst to join their team reporting into the Head of Financial Risk. The MarketRisk Analyst will work under the … guidance of the Head of Financial Risk to ensure effective financial risk governance for my client, through robust policies, procedures, and processes. Key responsibilities include assessing, monitoring, and reporting on interest rate, market, credit, liquidity, and climate risks. Additionally, the analyst will support prudential exercises such as … ICAAP, ILAAP, and Recovery Planning. Successful candidates will have 4 years+ experience in MarketRisk and experience in ILAAP, ICAAP and Recovery planning. more »
domain-specific subject matter. This role will encompass responsibilities ranging from supporting the PMO function to producing operating model artifacts, with a focus on marketrisk, credit risk, and Basel IV compliance. The successful candidate will play a pivotal role in driving the end-to-end delivery … change environment. Project Planning: Take charge of project planning, progressively elaborating scope into detailed work packages and establishing critical paths to guide project execution. Risk Management: Develop, manage, and execute a comprehensive risk management framework, identifying risk triggers, conducting risk assessments, implementing risk controls, and … devising risk mitigation strategies. Required Skills: - Proficiency with REST APIs, ServiceMesh, JIRA, and Jenkins. - Demonstrated experience in Project/Program Management, Agile methodologies, and Scrum practices. - Strong strategic and tactical planning capabilities. Qualifications and Experience: - Previous experience in a similar analyst-type role, preferably within the financial services sector. 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 »
Python, React, and familiar with or open to working with Svelte Experience implementing software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of marketrisk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing more »
Data Engineer - Azure Databricks CONTRACT - London (Hybrid) Data warehousing - Trading - Credit/MarketRisk Harrington Starr is working with a leading Energy trading firm in London on an initial 6-month contract for a market-leading project. The project is signed off and they are looking to more »
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 »
Botsford Associates is seeking a quantitative analyst/risk modeler with 5 - 8 years of financial industry experience to join the Risk Analytics team. Focus of this position is on MarketRisk modeling for equity derivatives products. This role is based in the UK. MUST HAVE … MUST HAVE: Strong python programming skills MUST HAVE: SQL-ites files experience Responsibilities Acting as the SME and liaising with front office, technology, and marketrisk managers to implement and maintain marketrisk models. Making key analytical decisions regarding marketrisk modelling for Equity … derivatives positions traded in Europe. Assessing appropriateness of the marketrisk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). 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 »