Market Risk Manager

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:


  • Contact:

    Phoebe Cheung

  • Contact email:

  • Job ref:

    PCH - Risk_1558102202

  • Published:

    about 1 year ago

  • Expiry date:


  • Consultant:


My client, a top tier financial institution is looking for a Market Risk Manager to join their team first line risk team.

This role is responsible for two key areas, driving projects work and take responsibility on daily BAU risk management tasks including margin calculations, market data cleaning and MI reporting.

You will be taking lead and be responsible for Risk Run across asset classes. You will also contribute to the market and liquidity risk framework and to feasibility studies on new products including complex derivatives for senior management.


  • Project work and SME input and implementation of Market Data and Risk related change/projects - Significant involvement is required for any development relating to instrument data or validation changes.
  • Analysis of the clearing data to look for trends and new business opportunities.
  • BAU margin processing and SME support - Day-to-day validation of any suspect incoming market data. This mostly revolves around Bloomberg/Reuters interrogation/validation. In addition, SME duties are required as a middle agent between technology and the business.
  • Margin Management - Responsibility for end to end margin management
  • Risk Management Responsibilities - Responsible for the generation of daily, weekly, monthly risk reports, ad-hoc risk management tasks including default management. Limit monitoring, Market and static data management related to Risk Management.
  • Validation should be algorithmic and the role of the analyst would be to automate most of the tasks for both existing and new market and static data.


  • At least 7+ years of work experience Risk Management, heading up a team of Risk Managers/Risk Analyst and Market Data experts;
  • Thorough knowledge of one or more risk model area's
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
  • Able to generate new ideas and to effectively communicate about these ideas;
  • Strong analytic skills;
  • Highly experienced in modern programming languages (e.g. Matlab, Python) and statistical languages (e.g. SAS, R);
  • Affinity with data analytics, (pre)processing, and data handling
  • Experience with machine learning/advanced analytics techniques is an advantage.
  • Able to work under high pressure;
  • Excellent team player with the ability to coach junior modellers;
  • Advanced interpersonal and communicative skills;
  • Bloomberg + Reuters data manipulation
  • Market and Liquidity Risk Management Experience

Please send your CV to

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.