Manager - Market Risk - BFS

- Lead relevant market risk analyses for current Basel 2.5 and future Fundamental Review of the Trading Book (FRTB) rules for LOBs and across the risk profile of the firm.

- Drive explanation of key market risk drivers (VaR, stress and risk sensitivity, FRTB capital, etc) with understanding & supporting commentary around position and market moves, trading strategy changes and FRTB rule or implementation changes

- Drive partnership with Risk groups across businesses to develop new tools and metrics (e.g. making key risks and P&L drivers more transparent, refining current FRTB calculation capabilities, etc)

- Drive partnership across teams to on-board new products & desks onto the FRTB strategic capital calculation framework

- Use knowledge and understanding of risk profiles to build and provide tactical support to management on significant risk drivers across portfolios

- Participate in a wide range of on-going and new projects with Risk Management, Finance, Technology, Valuation, Quantitative Research, Model Review Group, Basel Groups.

- Constantly focus on operating efficiently and improving processes while maintaining a strong control environment.

Essential skills, experience, and qualifications :

- Significant relevant valuation control and/or market risk experience

- Strong knowledge and keen interest in financial markets and derivative products

- Strong quantitative and analytical skills, with post graduate degree in mathematics or finance

- Ability to establish new functions, associated processes and drive innovation

- Ability to run and lead complex projects from design, implementation and delivery

- Ability to work independently in highly demanding environments

- Excellent partnership and team management skills, with ability to work closely with the various Risk and business/functional teams and provide a single interface locally

- Good understanding of FRTB and relevant Market Risk regulatory environment

- Strong organizational, control, project management, communication and negotiation skills

- Python and/or VBA skills

- Knowledge of P&L Explain and VaR and how to use and interpret sensitivity data.

Please note: opportunity is with a Big4 consulting, apply inaccordance.