VaR Analytics Market Risk Manager

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UK Investment Bank seeks Market Risk Manager (AVP / VP) to work within Model Validation & Quantitative Analytics Team. Applicants must have experience in Market Risk Modelling, VaR Methodologies, Risk Analytics & Front Office Derivative Pricing Models.

Role:
- Define VaR methodology & calculation within CAD2
- Specify, prototype & test systems & processes used for VaR & stress testing / scenario analysis.
- Support Market Risk & Front Office in understanding and analysing testing output.
- Co-ordinate & participate in regulatory reporting.

Requirments:
- In-depth experience of VaR and stress testing models, including market risk methodologies.
- Experience of dealing with FSA under CAD2 framework.
- Experience of derivative pricing across asset classes. (FI, Credit Derivatives & FX preferred)

If you wish to apply to be short-listed for this role, please contact Catherine Pease on 0207 469 8955, for a confidential and informal talk or send your CV by attaching it to the link below



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

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