Structured Rates Market risk AVP

The Market Risk team is responsible for providing independent oversight of the firm's trading activities based
on quantitative and qualitative analysis of all material positions and the current market environment. These
findings are reported to key stakeholders within the firm. The role involves a diverse range of risk
management responsibilities and provides exposure to the trading desks, other risk teams, finance, and
senior management.

Role description:
This is for a position covering Structured Rates within the EMEA Risk Management team, which involves the
following responsibilities, amongst others:
Daily aggregation, validation, and monitoring of risk. Regular reporting of risk positions, limit
breaches, and stress testing results for firm management and regulatory compliance.
Identification and investigation of changes to risk profile, including analysis of VaR and stress drivers.
Communication of findings to management.
Working with the front office to understand and address breaches as necessary.
Reviewing new transaction requests, identifying and assessing the key risk issues, including capital
impacts.
Developing a good understanding of risk systems and help to drive improvements where necessary.
Ad hoc risk-related projects and infrastructure building.
Keeping abreast of relevant market events and drivers.

Key objectives critical to success:
Diligence/attention to detail and strong analytical skills to recognize/investigate significant changes in
risk
Strong communication skills to make management aware of said changes and new positions as they
arise.
Good prioritization skills and a strong work ethic to see each task assigned done thoroughly and
correctly.

Skills, experience, qualifications and knowledge required:
Master's degree in Applied Mathematics, Financial Mathematics, or related quantitative field, or the
equivalent work experience
Familiarity with structured rate products and their risk profiles, including understanding of Greeks and
impact on VaR.
Strong proficiency with Excel.
Strong communication skills

Relevant experience in a risk or control related function in financial services institution.
Detailed and process orientated.
Takes initiative and is proactive.