Market Risk Vice President
On-siteLondon, England, United Kingdom
Job Summary
Develop expertise in fixed income market and CTC's corresponding portfolios by producing bespoke analytics, applying research topics to investment portfolios, and updating pre-trade reviews and limits. Monitor market risk positions to identify material exposures, synthesize macroeconomic variables into special reports, and evaluate updates to financial models including impact assessments and implementation timelines. Highlight risk changes, present deep dives to senior management, and collaborate with quantitative teams to improve transparency and drive technology initiatives. Respond to urgent ad-hoc requests from senior risk management while challenging portfolio manager positions to assess optimal risk and capital allocation.
Required Qualifications
- Extensive experience in risk management and/or fixed income / securitized products
- Understanding of fixed income markets with a particular focus on Rates and FX
- Understanding of the governance and controls surrounding risk monitoring including, VaR, stress testing, various return measures and experience with stress construction
- Excellent written and spoken communication skills with ability to explain technical concepts in practical terms; must be able to converse with a wide variety of groups
- Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a high-pressure environment
- Ability to challenge the portfolio manager's market positions and views and help assess the best allocation of risk and capital to various positions and businesses
- Self-motivated, diligent, strong sense of accountability and good at following up on issues
- Strong technical skills in Excel/VBA/Bloomberg; ability to learn how to use core business and risk systems
- Excellent academic record
- an undergraduate degree
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