Senior Manager, Market Risk Modelling

Hanoverparkbank

Onsite
Market risk models
Interest rate risk in the banking book (irrbb)
Standardised initial margin (simm)
Hanoverparkbank is seeking a Senior Manager for Market Risk Modelling to provide analytical support and develop market risk models within their Group Treasury. The role emphasizes financial market analysis, risk management, and collaboration with various teams to enhance profitability and performance

Job Summary

  • We are a specialist analytics and modelling team within Group Treasury, supporting CIO Trading Desks with robust market risk models and high-quality insights.
  • As a Senior Manager- Market Risk Modelling, you will assist in the design and implementation of the Group’s market risk models and develop analytical infrastructure to assist in trading strategy development for the CIO.
  • The role also facilitates broader interaction with other teams within Treasury (including Treasury Liquidity Management and Group Funding) and the wider Group.

Matching Summary

Match Score: 85

Hanoverparkbank is seeking a Senior Manager for Market Risk Modelling to provide analytical support and develop market risk models within their Group Treasury. The role emphasizes financial market analysis, risk management, and collaboration with various teams to enhance profitability and performance.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Standardised Initial Margin (SIMM)
  • financial markets and financial products
  • financial modelling skills
  • analytical and numeracy skills
  • Python, VBA and SQL skills

Nice-to-have

  • independent thought and critical thinking
  • presenting complex financial concepts
  • QRM experience
  • APS117 and IRRBB experience
  • SIMM/CPS226 experience

Key Requirements

  • Higher tertiary education, with suitable finance, maths, actuarial or economics qualifications

Work Rights

Not specified

Tailored Resume

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