Repo market expert – Lead role – Risk Full Time Permanent

An excellent opportunity for a Lead Risk Manager, to join an award winning company within the Global Banking Industry. This is a great chance to make a real impact in this specific area of the business, where you will have a key influence and give good strategic insight to the business.

This role requires good Risk Management knowledge particularly with VaR and Backtesting, but you must have very strong knowledge of the Repo and Bonds market. You will be joining the business at an exciting time, with plenty to look forward to in the future.

You will be leading a team of two Risk Experts, the greatest value will be to bring a mix of leadership skills and knowledge of the Repo and Bonds Market to the team.
 

Key responsibility:

• Building and maintain strong communication / relationships with internal and external stakeholders – including Heads of Business, CRO, First Line Risk, IT, Audit, Compliance and the Regulators.
• Giving clear objectives to the team through leadership and performance to the Fixed Income and Collateral space.
• You will work on a range of topics from policy, oversight, developing risk frameworks, identifying technology that needs improvement or change
• Working on Pricing Models, Back testing and Performance, Defaults, Exposure Management, Stress testing, Risk Change, Projects and Systems.
• Oversight and challenging the 1st Line on risk and risk appetite
• Identifying the emerging risks

Experience/skills required:

• Fluency in both French and English
• Extensive experience in Financial Markets and Securities, in particular the Repo / Bonds / Fixed Income markets – either as a risk manager, trader, structurer, or money making role.
• Experience and knowledge of risk concepts (Value at Risk and Backtesting) and hands on experience with quantitative models
• Programming familiarity ideally in one of the following (VBA, Python, SAS, SQL, Matlab)
• Experience working with clients, senior-level management, regulators, and internal and external stakeholders
• Masters-level education in a quantitative discipline

Please do apply with your profile to be considered for this attractive senior-level position. There is a lot to the role that will make the position varied and interesting.