Manager - Market Risk/FRTB

The role holder should:

- Support the preparation, execution and reporting of the regulatory FRTB QiS exercise for the Market Risk function.

- Implement prototype to manage the QiS exercise

- Work with other team members within London, Paris and our global hubs, to ensure accurate execution of the FRTB methodology within in house built systems and tools.

- Work closely with cross asset Market Risk Managers to provide detailed analysis and support.

- Implement additional FRTB reporting and analysis in conjunction with Market Risk Management requirements.

- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.

Technical Skill Requirements

- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing

- Understand key risk factors for Equity products and how they are measured.

- Thorough understanding of the Market risk function.

- Ability to design and implement normalized databases.

- Knowledge of Bloomberg and Summit