A fantastic opportunity for an experienced MarketRisk Analyst (LNG) to work for a market leading business based in London. Purpose of role: Work on real-time front-line control and business information for the management and traders, including daily PNL, risk reporting and risk analysis. You will also be participating in projects to improve the ETRM and support broader commercial activities. Key Responsibilities: Ensure that all risk limits are adhered to and deal with any mitigating actions following the breach of such limits and assist in the implementing new limits/reallocating … existing ones when necessary Assist in identifying significant risk drivers within the business, ensuring transparency with senior management Guarantee compliance of trading procedures with relevant controls and support internal and external audit requests Assist in defining forward curves methodologies for accurate to mark to market and fair value more »
Exciting opportunity to join a Global Commodity Trading company who is looking for a Senior MarketRisk to join their Risk Team. The company is expanding and offers excellent opportunities/development. The company trade Oil , Gas Power and LNG. Monitor and evaluate daily marketrisk, i.e. exposures to price, volatility and liquidity risks. Analyse using relevant quantitative analysis of the current market trends as well as anticipating emerging risks that are affecting the trading strategies/goals. Collaborate with traders to provide risk solutioning strategies using approved risk mitigation tools in … protecting/creating/maximizing value of the trading strategies. Execute daily risk reporting as well as periodic reporting to internal stakeholders such as Management, Board, Group Risk and to external stakeholders such as market regulators as part of regulatory compliance. MarketRisk: Produce timely more »
Our client, a Commercial Bank based in the City are looking for a Market and Liquidity Analyst to join the team. Responsibilities Production of the daily marketrisk reports and analysis Produce data for counterparty stress testing/risk appetite Prepare various quarterly reports to board … risk committee Monitor, control and escalate marketrisk exposure limit excess Assist Head of Risk to perform stress testing, scenario analysis and simulations Input, monitor and review the limits in system Experience Experience within Risk Management in particular within MarketRisk and/… or Liquidity Risk Mandarin speaking essential more »
working on the validation of quantitative methodologies, both initial and recurrent, across diverse asset classes and model categories (including derivative pricing models, credit and marketrisk, capital models, AI models, etc.), adhering to regulatory standards and industry benchmarks. The validation process often necessitates an independent deployment of the … or a relevant area, professional coding ability in Python and around 5 years experience in either model development or validation across either pricing or risk modelling. more »
Senior Business Analysis experience) Contract Length: 3 months (extensions likely) Location: London/Remote Rate: £TBC/flexible Start: ASAP My client is a market leader in the software space. We are looking for an experienced Consultant/Programme Manager who has a BA background to assist with implementing … bespoke credit and risk management software. The successful candidate will take ownership of documenting and analysing requirements and implementing them via the software using data management and configuration. I'd love to hear from you if you have the following: - Energy, Commodities and Financial Services experience - Working knowledge and … project/project experience with MarketRisk, Credit Risk and Trade Surveillance - Position Limit Monitoring experience (Exchange, MiFID and CFTC0 - Understanding of data systems and large data sets - Data tools and languages knowledge (SQL, PowerBi, SSAS and Powershell) For more information and a confidential chat please contact more »
checks monitoring system performance, and providing cross-application support. The Candidate must understand the technical and functional intricacies of the suite of applications for Risk and Finance that they will be supporting, including the end-to-end business impacts. They will understand the interfaces to and from their respective … relationships with application development (L3) teams and contribute towards early engagement, input, challenge and delivery of all change initiatives. * Maintain relationships with the wider risk and control functions to ensure that risks are understood, documented and mitigated with clear action plans. * Day-to-day relationships with teams from other … and availability of production services. Preferred Qualifications and Experience * Degree qualified or Bachelor's Degree in IT * 3 to 5 + years' experience in Risk and/or Finance application support Lead Role * Preferred experience working in a function of Risk and/or Finance investment banking and 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 »
London. The firm have experienced consistent success since inception, and remarkable growth in all markets they have entered. The firm are growing their traded risk quantitative solutions service line which is working with banks across the globe to support them in the development and validation of a range of … models, spanning traded marketrisk, counterparty IMM and XVA, pricing and non-traded marketrisk/IRRBB. The team is currently looking for talented quantitative analysts with experience of marketrisk (VaR, FRTB SA/IMA), counterparty risk (IMM and XVA), derivative pricing … cross asset derivatives including development and validation) and treasury risk (IRRBB, ALM, liquidity risk/stress models). Experience of climate risk models would also be useful. The work is a mix of pure advisory, resource augmentation (execution of a quant assignment on a client site), model more »
A globally leading London based energy company is looking for a marketrisk analyst to join their Freight/Shipping team. You will provide real-time front-line control and management information of the company’s freight exposures to risk managers, senior management, and traders. The role … of the team in the middle of ETB’s commercial activities, the team will also support broader commercial activities. Preferred Experience: Relevant experience in marketrisk or project roles within the Middle Office. Strong skills in data manipulation and analysis. Proficiency with ETRM systems, Excel, VBA, and ideally … Python, Matlab or SQL. Knowledge of the shipping/freight industry Reporting relationships: This position reports to the MarketRisk Analytics & Projects Manager and has the following main interfaces: - INTERNAL: Front and Back Office, IT, other Middle Office units; Operations, Chartering, Claims, Planning & Control, Finance; - EXTERNAL: Brokers; relevant more »
influence and base of knowledge as part of one of the largest-and growing-banks in the world. What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management team (MR … and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for producing independent and accurate … model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA MR team works in more »
Quantitative Research Engineer - Market Microstructure Our client is a leading Hedge Fund headquartered in London and is seeking a Quantitative Research Engineer to join their equities trading desk. The firms team integrates innovative technology and trading strategies, while utilizing a sophisticated research platform and development environment to realise consistent … in the global financial markets. As a Quantitative Research Engineer, you will play a crucial role in analyzing, understanding, and optimizing the intricacies of market dynamics, order flow, and execution strategies. Leveraging your expertise in market microstructure, you will collaborate closely with traders, quantitative analysts, and software engineers … to design and implement solutions that enhance trading performance and efficiency. Responsibilities: Conduct in-depth analysis of equity market microstructure, including order book dynamics, liquidity profiles, and execution venues. Develop quantitative models and algorithms to optimize trading strategies, minimize market impact, and improve execution quality. Utilize advanced statistical more »
We are supporting a London-based client with the recruitment of a MarketRisk Control Specialist on a permanent basis. The ideal candidate will have a background in product control or marketrisk management, as well as experience in commodities and derivatives. Additionally you’ll be … comfortable liaising with trading teams and other departments across the business, and advising on market risk. You will be a key member of the team responsible for managing the execution of key strategic activities that involve some operational tasks and reporting. Your role will be fundamental in ensuring compliance … with marketrisk controls for the group. Your key areas of responsibility will include: Marketrisk management: identify, analyse and mitigate through the use of financial instruments Production of P&L reports, with explanation of P&L movements to management in terms of trading activity, key more »
I am currently working with a Global, Multi-strat and manager hedge fund in London looking to onboard a a Senior Risk Manager for the Fixed income business. This individual will have a strong investment risk or marketrisk background overlooking investment or hedge fund trading … strategies. Responsibilities: Managing the day-to-day operations across the risk function incl. Validating margin methodologies, limits setting, Reports/investor reports and analysis of fund performance. Work closely with the portfolio management team, quant researchers, and senior risk managers to add necessary insights to the portfolio construction … and asset allocation process Provide insight regarding drivers of risk movements to senior management and portfolio managers. Work directly with portfolio managers, help understand how they view risk, the strategies and how best to risk manage the portfolios. Work strategically to further develop the risk management 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 »
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 »
of budgets and timeline for projects to allow for reporting and cashflow management. Review of business opportunities: Evaluate and research the UK and EU market, risk, and reward of projects by preparing a detailed business case for new R&D developments. Regulatory Intelligence: Maintaining awareness of existing and 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 … also find out more about our approach to hybrid working here. What you'll be doing This role will sit in one of two risk reporting sub-teams (capital and liquidity), depending on the candidates experience. The role will report to the Senior Manager in that sub-team. You more »
checks monitoring system performance, and providing cross-application support. The Candidate must understand the technical and functional intricacies of the suite of applications for Risk and Finance that they will be supporting, including the end-to-end business impacts. They will understand the interfaces to and from their respective … relationships with application development (L3) teams and contribute towards early engagement, input, challenge and delivery of all change initiatives. * Maintain relationships with the wider risk and control functions to ensure that risks are understood, documented and mitigated with clear action plans. * Day-to-day relationships with teams from other … and availability of production services. Preferred Qualifications and Experience * Degree qualified or Bachelor's Degree in IT * 3 to 5 + years' experience in Risk and/or Finance application support Lead Role * Preferred experience working in a function of Risk and/or Finance investment banking and more »
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 the Marketmore »
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.bradbury@rolyrecruitment.com more »
Implementation Consultant-MarketRisk I am working with a leading vendor in the Financial Services industry who are searching for a Implementation Consultant specialising in Market Risk. If you have experience in a client facing role and strong knowledge of Risk including MarketRisk then I would love to hear from you. This opportunity for a Risk Consultant will give you the chance to grow and learn potentially new asset classes and acquire new technical skills. In the role you will be overseeing the implementation of the software this includes risk … independently on client’s site providing business and technical support during the Implementation process. Requirements for the role: Proven strong subject matter expertise in marketrisk Strong technical skills including SQL Prior experiences as a technical risk consultant Excellent communication and presentation skills with a keen attention more »
including corporate and investment banking, retail banking, and asset management, with a strong focus on innovation and digital transformation. They are looking for a MarketRisk Analyst to join their team reporting into the Head of Financial Risk. The MarketRisk Analyst will work under the … guidance of the Head of Financial Risk to ensure effective financial risk governance for my client, through robust policies, procedures, and processes. Key responsibilities include assessing, monitoring, and reporting on interest rate, market, credit, liquidity, and climate risks. Additionally, the analyst will support prudential exercises such as … ICAAP, ILAAP, and Recovery Planning. Successful candidates will have 4 years+ experience in MarketRisk and experience in ILAAP, ICAAP and Recovery planning. more »
domain-specific subject matter. This role will encompass responsibilities ranging from supporting the PMO function to producing operating model artifacts, with a focus on marketrisk, credit risk, and Basel IV compliance. The successful candidate will play a pivotal role in driving the end-to-end delivery … change environment. Project Planning: Take charge of project planning, progressively elaborating scope into detailed work packages and establishing critical paths to guide project execution. Risk Management: Develop, manage, and execute a comprehensive risk management framework, identifying risk triggers, conducting risk assessments, implementing risk controls, and … devising risk mitigation strategies. Required Skills: - Proficiency with REST APIs, ServiceMesh, JIRA, and Jenkins. - Demonstrated experience in Project/Program Management, Agile methodologies, and Scrum practices. - Strong strategic and tactical planning capabilities. Qualifications and Experience: - Previous experience in a similar analyst-type role, preferably within the financial services sector. more »
Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded marketrisk models such as Economic … capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB … ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the high levels of applications received, only successful candidates shall be contacted. If you are suitable for any other roles Danos more »
A Commodities House is looking to hire an IT Risk Manager with SQL skills into their team to focus on building and developing their risk applications This application will be used by the Front Office, so experience facing off to stakeholders in this space will naturally come as … a benefit. We are seeking individuals with experience working in IT Risk and who have knowledge of areas such as marketrisk, pricing, risk calculations, greeks, ideally in the commodities space but asset classes will also be considered coupled with this. Knowledge of SQL is essential. more »