The Market Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities
Job Summary
The Market Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities.
The role will involve ownership, implementation and maintenance of the market risk framework including limits, market risk models (VaR and other) and stress testing.
Collaborate effectively with a diverse set of stakeholders including: Sales and Trading, Business Unit Risk Management, Desk Strategists, Finance, Compliance, Technology and Operations.
Matching Summary
The Market Risk Management Division is responsible for the independent identification, analysis, reporting and escalation of all market risk exposures arising from EMEA business activities.
Skills & Requirements
Must-have
Commodities Market Risk
Risk Management Framework
Market Risk Models (VaR)
Stress Testing
Quantitative Skills
Financial Product Knowledge
Nice-to-have
Collaborative Team Environment
Fast-Paced Environment
Strategic Change Initiatives
Key Requirements
Degree in quantitative subject, mathematics, statistics or engineering
Knowledge of risk representations (including Greeks)