Market Risk / Interest Rates - GBP60-65k

Recruiter
Anonymous
Location
London
Salary
55000.00 - 65000.00 GBP Annual + GBP55000 - GBP65000/annum
Posted
10 Feb 2017
Closes
25 Feb 2017
Category
Accounting
Function
Consultant
Contract Type
Permanent
Hours
Full Time
I am currently recruiting for a Market Risk Manager with expertise in Interest Rate and Inflation products.

This team provides an oversight across a FICC portfolio and an opening has arisen for an Interest Rates specialist. You will be challenging the Trading desks to ensure efficient allocation and enforcement of market risk limits through continuous updates. If you have the relevant experience or know somebody who does please get in touch at or .

Key Responsibilities:

* Daily risk control of the Rates Trading Portfolios
* Understand business strategy, positions and risk drivers
* Communicate technical ideas both written and orally to a diverse audience
* Understand capital usage and its measurement
* Monitor limits and daily P+L
* Aid in development of new products
* Work closely with Traders

Essential Skills and Experience:

* Knowledge of a wide range of products including spot, forwards, options and exotic options
* Excellent knowledge of interest rate derivatives and options
* Previous front office experience is essential
* Able to code in VBA and SQL
* MSc in a quantitative field preferable