Job Description
Rev & Regs are seeking a Market Risk Manager to work for a dynamic and well-established Brokerage in the City of London.
The candidate will be responsible for the risk management on an intraday and overnight basis, of the firm’s trading portfolios to mitigate risk and protect the Company's capital.
Responsibilities:
1. Proactive management of firm accounts via trading mandates, establishing and management of pre-trade risk parameters, and real time monitoring of trading activity and losses ensuring exposures remain within parameters. Actions include prompt communication with the firm’s traders on risk parameters breached, and escalation to senior management within the business.
2. Developing and maintaining an effective Market Risk management system. Production of daily reporting on firm positions including initial margin, VaR, Sensitivity Analysis & Stress Testing. Escalating key risk issues to senior business management where required.
3. Daily stressed liquidity analysis of firm portfolios and of individual underlying positions against the firm’s liquid assets.
4. Preparation and presentation of monthly risk reports as required by Senior Management and the Board.
5. Supporting and engagement on allocated projects and system development items as well as proactively working on risk or cont...