Corporate Treasury department. We are responsible for balance sheet management strategy, portfolio and brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, marketrisk management, ALM derivatives, and net interest revenue forecasting. The overall team manages fixed-income investments in several portfolios totaling approximately $500 billion … assets and approximately $100 billion in off-balance-sheet brokered deposit agreement notional investments. As an individual contributor within the ALM team focused on MarketRisk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet through … the development and execution of a robust marketrisk modeling framework. You'll collaborate with investment portfolio managers, risk partners, and product leaders and others across the firm and play a key role in achieving risk-return optimization mandate. In this role, you will be responsible more »
Python, React, and familiar with or open to working with Svelte Experience implementing software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of marketrisk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing more »
London, England, United Kingdom Hybrid / WFH Options
BlackRock
Description About this role Title: Trading & Securities Lending MarketRisk Manager, ASO/VP Job Description Business Overview The Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock’s fiduciary and enterprise risks. RQA’s mission is to advance the firm’s risk management practices … and deliver independent risk advice and constructive challenge to drive better business and investment outcomes. RQA’s risk managers play a meaningful role in BlackRock’s investment process, using quantitative analysis and a multi-disciplinary skillset to tackle real-world problems and provide tangible solutions in the investment … and work with team members to understand how personal passions and strengths connect with our purpose. Key Responsibilities: You will join a team of risk managers focused on global capital markets to provide marketrisk management of BlackRock’s global trading and securities lending activity. You will more »
role (ideally within an energy/commodity trading firm) An understanding of implementation or support of OpenLink Endur ETRM Working knowledge of energy commodities market, including derivatives trading, intraday trading, marketrisk management and P&L calculations Benefits Base Salary 10% Pension contribution from the company Discretionary more »
A new role focusing on the FRTB transition from 2.5 to 3.1 including regulatory ownership, cultural uplift and risk strategy. Responsibilities Assessment of the bank s current FRTB infrastructure, including internal model approach and standardised rules. Development of marketrisk regulatory capital reporting processes. Quantitative impact analysis … in collaboration with traded marketrisk teams Offer insights and interpretation on capital methodology plans for new and existing products. Produce marketrisk capital inputs and coordinate delivery related to ICAAP Pillar 2A, Pillar 2B stress testing, Bank of England Stress Test, and Annual Report and … Pillar 3disclosure. Skills Required Advanced regulatory and marketrisk capital experience within a Global Banking group Experience across both FRTB 2.5 and 3.1 implementation Traded MarketRisk or Quantitative experience is an advantage. If you are interested in this role please contact Simon Bradbury - simon.bradburyrolyrecruitment.com more »
Prudential Reporting function, at a time when the team is expanding its remit. The team is responsible for submitting regulatory reporting across balance sheet risk types such as capital, liquidity, and market risk. The primary goal of the team is to produce complete, accurate and timely reporting. The … find out more about our approach to hybrid working here . What you'll be doing This role will sit in one of three risk reporting sub-teams (capital, liquidity and market), depending on the candidates experience. The role will report to a Consultant in that sub-team. more »
Job Title: Model Risk Manager Job Purpose The Model Risk Manager is a member of the Model Risk Management Team at ICE Clear Europe ( the firm ), a second line risk function, which facilitates setting risk boundaries and provides independent risk oversight to the business. … is proactive in identifying, assessing and independently escalating risks when necessary. ICE Clear Europe uses models to measure, analyze and monitor counterparty credit risks, marketrisk, credit risks and liquidity risks arising from its first line functions. The Model Risk Management team is responsible for all aspects … of financial risk as well as model risk, encompassing model validation, performance monitoring and governance. This new hire will be instrumental in the development and execution of analytics supporting financial risk management activities. The role requires both in-depth technical programming expertise and a good understanding of more »
rates, FX, equities, credit, and commodities in developed and emerging markets. Off the back of strong performance, the firm is looking to make a Risk Officer hire in its London risk team, which will report directly into the CRO. Risk Management is very much part of front … office at this firm - the Investment team that you will face off to consists of an industry recognised CIO and market leading Portfolio Managers, active across a broad range of strategies/asset classes. This is an incredible opportunity for the hire to establish themselves as a specialist Risk professional at a market leading buy-side firm, to take ownership of high performing trading desks and to be actively involved in the investment process (risk managers are encouraged to come to the desk with topics and ideas). Opportunities for progression are unparalleled within this role. more »
Data Engineer - Azure Databricks CONTRACT - London (Hybrid) Data warehousing - Trading - Credit/MarketRisk Harrington Starr is working with a leading Energy trading firm in London on an initial 6-month contract for a market-leading project. The project is signed off and they are looking to more »
Are you an experienced Quantitative Developer or Analyst in the Risk Space? Do you want to work for a Global Investment Bank across all their Risk Teams? Do you want to become a Vice President? A Global investment Bank are looking for a VP Quantitative Analyst to develop … and validate their risk models across all business areas, working directly with their Chief Risk Officer EMEA. You will be part of a company with over 350 years history and a truly global reach. You will need: Significant experience in quantitative model development or validation in marketrisk or counterparty risk.Experience developing with Python, R and ideally some exposure to C++.Strong awareness of simulation and numerical methods. If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV. If this job isn't quite right for more »
with (if vendor) top banks and/or top buy-side institutions (respectively asset management or hedge fund). 5+ years experience in either marketrisk, or credit/counterparty risk, or liquidity risk… in either regulatory or internal risk management context. Excellent communicator able more »
Quant MarketRisk Manager Hybrid 4 days per week £130,000 plus 30% Quant Capital is urgently looking for a Quant MarketRisk Manager to join our high profile client. Our client is a well-known major global exchange. We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This sits within the Commodities Risk Team. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged with … complex risk problems. You will be responsible for managing all aspects of the day-to-day risk management and drive improvement and enhancements, including identifying, developing and overseeing the implementation of new risk management tools and techniques to enhance the risk management process and riskmore »
Summary: One of the largest Utility-backed physical energy traders in LNG, Coal and Freight is looking to add an experienced MarketRisk Manager to lead the Risk team in London. The Risk Specialist will support the business in all key risk management matters affecting … the organisation, including working alongside the traders - both challenging and supporting them on their daily activities. The Risk function forms part of our Middle Office and is responsible for the design of risk methodologies, implementation of suitable risk control frameworks and providing both qualitative and quantitative marketrisk analysis and risk control solutions. Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended. As a leader in the risk control more »
which is in charge of planning, organising, directing and controlling the financial activities of the bank. Your New Role As the Assistant Vice President MarketRisk (IRRBB) you will play a critical role in overseeing the overall traded and non-traded marketrisk profile. Your responsibilities … will include: Analysing IRRBB and non-trading FX risk Collaborating with ALCO/Risk Management Committee members Maintaining and developing non-traded marketrisk policies and procedures Ensuring compliance with the Bank's risk appetite Driving continuous improvement in marketrisk methodologies and … practices Coordinating the annual refresh of marketrisk appetite and risk limits for UK entities Managing both traded and non-traded marketrisk exposure Monitoring risk limit statuses and escalating breaches Maintaining the stress testing framework Producing regular internal risk reports Generating regulatory more »
Job Description My client, a flagship European branch of an APAC-headquartered banking organisation are looking to hire a Mandarin Speaking MarketRisk AVP. The successful candidate will enjoy the task of the creation, upkeep, and advocacy of the Bank s Enterprise Risk Management Framework (ERMF) and … related activities. It also provides independent second line of defense oversight for Traded MarketRisk, IRRBB & FX Risk, Operational Risk, Model Risk management activities, and project management activities (i.e., project risk) within the Bank. As an Assistant Vice President of MarketRisk (IRRBB), your focus will be on IRRBB (non-traded MarketRisk), with the responsibility of managing both traded and non-traded marketrisk profiles. You will evaluate the effectiveness of marketrisk management activities across the UK entities, working alongside other members of more »
is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description Team Description The Enterprise Risk team is part of the Risk Management Department and is responsible for: Developing and maintaining the Loss absorbing Tangible Equity (LTE) framework, which … capital. This includes the development, maintenance and execution of economic capital models which feed into the Firm's internal capital assessment. Capital models cover marketrisk, issuer risk, counterparty risk, settlement risk, operational risk, business risk; Undertaking entity-wide stress testing and scenario … analysis and supporting the stress testing infrastructure of the wider Jefferies Group across risk disciplines; Assessing Group's Portfolio risk across business lines, implemented through the enhancement of top down/firm-wide reporting and key metrics with focus on concentrations and diversification; The implementation and maintenance of more »
on WeChat to see all our Cantonese and Mandarin jobs, interview tips and London news: Ref: 21933 Your New Mandarin Job Title: Mandarin speaking MarketRisk Manager , London The Skills You'll Need: Fluent Mandarin and English, with MarketRisk experience in corporate banking in the … market. To be successful in this role our client has said it is essential that candidates: speak and write fluent Mandarin Chinese have solid MarketRisk experience in corporate banking have MarketRisk experience in the UK If that means this job isn t a match … you please view our other vacancies for one that may be a better fit. What You'll be Doing Each Day: Manage and analyse marketrisk activities and limits. Monitor market positions with respect to market conditions. Escalate positions and activity that are not in line more »
Job Description - Model Risk Management (Traded Risk) - Vice President (3246520) Job Description Model Risk Management (Traded Risk) - Vice President Job Number: Job Number: 3246520 Posting Date Posting Date : May 1, 2024 Primary Location Primary Location : Europe, Middle East, Africa-United Kingdom-United Kingdom-London Education Level … Master's Degree Job Employment Type : Full Time Job Level : Vice President Description Model Risk Management (Traded Risk) Vice President London 3246520 Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. This role resides within FRM's Model Risk Management (MRM) Department which is dedicated to providing independent more »
Number: 3247226 Posting Date Primary Location Primary Location : Europe, Middle East, Africa-United Kingdom-United Kingdom-London Education Level : Bachelor's Degree Job Job : MarketRisk Employment Type : Full Time Job Level : Vice President Description 3247226 #LI-VL1 Firm Risk Management (FRM) supports Morgan Stanley to achieve … its business goals by partnering with business units across the Firm to realize efficient risk-adjusted returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. The role will … reside within FRM s MarketRisk Department. The MarketRisk Management Division ( MRD ) is responsible for the independent identification, analysis, reporting and escalation of all marketrisk exposures arising from EMEA business activities, acting independently of business management and providing an effective challenge process. more »
Job Background/Context: Institutional Credit Management (ICM) is a critical component of Citi s First Line of defence for wholesale and counterparty credit risk management and works with Independent Risk teams to ensure best-in-class risk and controls, as well as client responsiveness. Key responsibilities … of the group include credit analysis and approvals, documentation, risk identification, exposure monitoring and stress testing. ICM coordinates with credit management groups across ICG businesses to ensure full alignment on business and regulatory goals, as well as consistency and best practices where appropriate. Underwriting is a global team within … ICM responsible for measuring, monitoring and controlling counterparty risk. To fulfil this role, a risk professional is required who has experience in credit risk management and marketrisk management areas, and has got training in finance, mathematics, or other quantitative fields. Key Responsibilities: Approve credit reviews more »
Prague As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory marketrisk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware, deployment quantitative models to production. The systems … include market data loading, pricing, sensitivity based risk analytics, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules in Python. Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality … be subject to change on reasonable notice to ensure we meet the needs of our business. What will you be doing? Maintaining of current risk applications and models Coming up with clear and solid designs to implement proposed modelling changes, to deliver in dynamic, agile, and often ambiguous contexts more »
United Kingdom-United Kingdom-London Education Level : Master's Degree Job Employment Type : Full Time Job Level : Vice President Description 3250378 #LI-VL1 Firm Risk Management (FRM) supports Morgan Stanley to achieve its business goals by partnering with business units across the Firm to realize efficient risk-adjusted … returns, acting as a strategic advisor to the Board and protecting the Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other risks. This role resides within FRM's Model Risk Management Department which is dedicated to providing independent model risk … areas including interest rates, currencies, commodities, equities, credit, and securitized products. This is in addition to oversight of models used to monitor counterparty credit risk (XVA/IMM), credit risk (IRB), marketrisk (IMA), operational risk, capital and liquidity stress tests. Model Risk Management more »
Role Overview The Head of Risk Quant is responsible for managing the overall liquidation, margin and marketrisk of this exciting Crypto Derivatives Hybrid Exchange startup while overseeing the development and enhancement of critical trading algorithms, margin models, and structured product designs. This role requires a strategic … leader with deep expertise in crypto options trading, risk management. Key Responsibilities Risk Management and Monitoring: Oversee and manage the overall risk of the exchange. Continuously monitor risky positions across the exchange and execute liquidations via RFQ trading with market makers or back-to-back hedging … on external exchanges. Enhance and maintain risk monitoring tools. Manage the risk of the insurance fund at the exchange. Margin and Liquidation Logic Enhancement: Enhance and manage the liquidation algorithms. Improve margin models to support crypto options and perpetual swaps. Risk Management System and Engine Optimization: Enhance more »
Prague As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory marketrisk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware, deployment quantitative models to production. The systems … include market data loading, pricing, sensitivity based risk analytics, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules in Python. Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality … ensure we meet the needs of our business. What will you be doing? Applying cutting-edge machine learning and artificial intelligence methodologies to enhance Market and Counterparty credit risk monitoring and management Developing computational methods and mathematical and statistical models, including VaR/CVaR, stress-VaR to be more »
Category Investment Job Type Permanent Job ID Competitive Description Our client is a global investment manager who are looking to hire an investment risk professional to join their global risk team. The key responsibilities include: Manage and apply risk model framework across multiple strategies and asset classes … to identify key risk exposures Work closely with Portfolio Managers to advise and challenge asset allocation decisions to ensure adherence with investment process Produce detailed fund reports and monitoring fund and mandate exposures on a daily basis, analysing risk over time. Research and present detailed marketrisk overviews Requirements: 3-6 years work experience in an investment or marketrisk position on the buy-side or sell-side Excellent understanding of risk measurement methodologies Strong understanding of fixed income markets Programming experience in Python would be beneficial but not essential Excellent team player more »