Senior Business Consultant for Market Risk

We are looking for a Market Risk Management and Control to play an important role to help define the increasingly important role of Market Risk Control with in the Investment Bank. The successful candidate will work at the interface between Front Office and Risk control, including the alignment of Risk Control Analysis with Front Office Trading Activity. They will be required to bring in fresh ideas and generate new ways of looking at Risk Control, based on their extensive knowledge, and will be responsible for identifying new initiatives and driving opportunities forward front to back.

Of particular and immediate focus will be to work alongside senior business risk management and control line managers (and their teams) to support our work in driving both short-term and strategic improvements to our VaR calculation and also Scenario definition and Stress Testing.

The ideal candidate will have:
-Experience in Front Office Risk Management cross-asset classes of the portfolio
-Experience of Portfolio Risk Management in Front Office
-Trading Experience, particularly across asset class hedging
-Understanding of statistical/economic modelling
-Required expertise and experience to be able to define strategies as a result of stress and scenario models
-Understanding Market Risk and Credit Risk calculations and be able to redefine quantification of such models, i.e. CVaR, VaR and understanding of liquidity adjusted and full-revailaution-based stress tests.

The successful candidate will come from an Investment Banking background with extensive Market Risk experience (15years ++) and a good understanding of both Market and Credit Risk. We are looking for someone who can work on strategic projects and has a proactive and “to do” mentality, and who can also dive into the details where necessary.

This role will provide high visibility to top management of the bank so good facilitation skills are required, together with thought leadership and the ability to negotiate and follow through a strategy front to back.

(Huxley Associates Limited acts as an Employment Agency and an Employment Business)