Senior Market Risk Manager

  • Location

    London, England

  • Sector:

    Finance & risk

  • Salary:

    £70000 - £100000 per annum

  • Contact:

    Sarah Stott

  • Contact email:

    sarah@elevenrecruitment.com

  • Job ref:

    J6246_1539353177

  • Published:

    6 months ago

  • Expiry date:

    2018-11-11

  • Start date:

    ASAP

  • Consultant:

    #

OVERVIEW
Senior Market Risk Analyst for leading global commodity company, based in their London office.

DUTIES AND RESPONSIBILITIES
Modernising the company's stress tests and risk management tools (including exposure reports) - developing the framework, tools and procedures
Liaising with traders and management to design the adequate stress tests
Explain, analyse and report on a daily basis stress test
Continuously improving the stress tests

REQUIREMENTS EXPERIENCE
Experience with stress tests and VaR is a must
Strong quantitative skills
3 to 5 years with a bank or trading house
Commodities or interest rate background (oil & gas is preferable)
Coding knowledge : VBA and Python (preferable) or SQL

REMUNERATION
Up to £90k