We are looking for a Market Risk Manager to set up, run, and enhance quantitative risk controls.
The role focuses on market risk and its impact on both client and bank portfolios, as well as on potential credit exposure and commercial relationships.The Market Risk Manager is also responsible for ensuring the quality and reliability of risk metrics, contributing to the continuous improvement of monitoring, analysis, and reporting frameworks.
Depending on the business pipeline, the role may also involve the development of financial products and the improvement of related front-to-back processes.
Key Responsibilities
Act as the main point of contact within the Investment Services (IS) department for market risk matters, in close coordination with Financing Solutions and Relationship Managers (RMs).
Monitor, analyse, and report market risk metrics, including key sensitivities and stress tests.
Review, report, and escalate breaches of market risk limits, and investigate limit excess events in line with established procedures.
Serve as the main contact for risk management tools, particularly in relation to market risk and model risk, in close coordination with Risk teams, Execution & Advisory desks, Financing Solutions, and Relationship Managers.
Run and maintain risk controls developed in Python as requested by Risk teams (e.G., PV and stressed PV).
Participate actively in risk committees, contributing analysis and insights.
Contribute to projects and initiatives impacting the product range and its operational setup.
Participate in transformation initiatives and other projects with a direct impact on market risk monitoring, reporting, and processes.
Profile & Skills
Master's degree in Economics, Finance, Accounting, or a related field.
Minimum of 5 years' experience in banking and financial operations, with exposure to: Market Risk | Data Analytics | Derivatives (optional but advantageous) | Solid understanding of market risk concepts and methodologies.
Technical skills in: Python / Visual Basic / SQL / Advanced proficiency in Microsoft Office, especially Excel.
Fluent in English (written and spoken).
Strong analytical and problem-solving skills.
High attention to detail and rigor.
Excellent communication skills and ability to share knowledge across teams.