Assessment of market risks, concentrations and top risks.
Desk-facing. Live discussion and independently challenge of traders, trading management and strategists. Appropriate escalation of risks identified to senior risk managers.
Real-time involvement in approval of complex & large transactions.Performing deal analysis, including independently assessing overlooked risks, agreeing hedging strategies with the Front Office, determining approval standards and writing concise decision support briefs. Ultimately providing formal approval / veto to senior risk managers.
Understand P&L drivers and construct any necessary tools to facilitate risk and P&L analysis.
Development of risk methodologies, tools and involvement in system improvement working closely with traders, quantitative analysts, IT and other groups within the Firm.
Contribute to the assessment of the suitability and performance of pricing, risk and capital models. Work with relevant groups to address material deficiencies.
Create presentations articulating key risks and portfolio changes to senior management in a timely fashion.
Participate in regular signoff of risk submissions to regulator and senior management.
Experince within Market risk from a top tier bank
Experince of Interest rates trading
Quantitative background and ability to challange Quant teams