Market Risk Manager, investment risk, Pensions/Retirement Business, London
- Employer
- Finance Network
- Location
- London, United Kingdom
- Salary
- Competitive
- Closing date
- Jun 13, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Requirements
Responsibilities
- Independent oversight of Market Risk, Liquidity and Asset/Liability Management
- Challenging investment decisions and decisions from a market risk perspective
- Use quantitative methods and models to help build out risk frameworks
- Analysis of market risk and impact on credit investment portfolios (multi-currency)
- Advising on large transactions ensuring pricing allows for market risk
- Helping do design and develop Management information (MI) framework for mark risk
- Working with IFRS accounting as it pertains to investment portfolios
- Ensuring conduct risk is embedded into day-to-day operations to ensure the best customer outcomes.
Responsibilities
- Undergraduate degrees - maths or quantitative related field (Master's degree preferred)
- CFA Charterholder, FRM or similar qualification
- 10+ years experience in financial services risk management
- Ideally previous experience with a bulk annuities business
- Previous experience of Market risk, credit risk
- Understanding and experience of Asset/Liability Management/hedging
- Deep understanding of derivatives
- Working knowledge of solvency II/ matching adjustment
- Understanding and experience dealing with capital adequacy standards
- Ability to deal with large data sets (VBA essential - Python/SQL or rother coding nice to have)
- Microsoft office
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