Manchester, Greater Manchester
£500 - £501 per day
about 2 months ago
Market and Model Risk Manager
INITIAL 3 MONTH CONTRACT
My client is recruiting for a Market and Model risk manager to join them on an initial 3 month contract.
- 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
- 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
Oscar Technology is acting as an Employment Business in relation to this vacancy.