Job Description
Department Overview:
This is a role in the Trading Risk department (TRM). The TRM department is a team of approximately 70 people supporting a wide area of businesses within Financial Markets, Group Treasury and Lending Services. The team is responsible for the market risk and product control function. The department’s core activities are measuring and analysing market risk and trading performance across a variety of financial products. The role of the department is as a second line of defence being business partner to the Front Office (FO), providing challenge and support.
This role is primary responsible for acting as senior Commodities trading risk manager in London and is reporting to the Head of Commodities TRM in London.
Experience/Knowledge
Essential:
* 5+ years of experience in the financial industry
* Experience in market risk management
* In-depth product knowledge of commodities and associated pricing models
* Good knowledge of banking regulations FRTB, Basel III
* Strong leadership and organisational skills
* Strong technical skills in Python, SQL and / or VBA
Desirable:
1. Experience with Sophis
2. Experience with market data sourcing and derivation (volatility, repo spread)
3. Experience in working on regulatory...