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Model Risk Manager- Outside IR35

  • Location:

    Manchester, Greater Manchester

  • Sector:

    Data Analysis & Insights

  • Job type:

    Contract

  • Salary:

    £500 - £501 per day

  • Contact:

    Amelia Brooks

  • Contact email:

    Amelia.Brooks@oscar-tech.com

  • Job ref:

    MRMAB1_1664986915

  • Published:

    about 2 months ago

  • Duration:

    3 Months

  • Expiry date:

    2022-11-04

  • Consultant:

    #

Market and Model Risk Manager

Outside IR35

INITIAL 3 MONTH CONTRACT

My client is recruiting for a Market and Model risk manager to join them on an initial 3 month contract.

Requirements:

  • Experience with PowerBI/Tableau visual tools (desirable)
  • Experience developing and maintaining risk reporting/predictive models
  • Strong Python experience
  • Experience with SQL, C++, R, Matlab (desirable)
  • Knowledge of Market Risk management practice
  • Understanding of the energy market

The Role:

  • Creation of daily exposures and metrics like VaR, Earning-at-Risk, Economic Capital requirement.
  • Manage those exposure and metric positions against the limits and escalate any breach or incident event to the relevant management committee and risk owners
  • Explain any risk profile change across the portfolio responsible for noticeable VaR moves or unexpected accumulative losses
  • Create and prepare periodic and ad-hoc Market Risk reports for senior management committees
  • Involvement in the Operational Readiness process for new product and/or the execution of bespoke complex structured transactions
  • Design, specify and UAT any functionality delivered through systems development and enhancement. Regularly review the existing Reporting & Control system in the light of the ever-changing nature of the portfolio and external market conditions

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