Key responsibilities of the role:
- Responsible for leading the team in their daily VaR and Stress testing scenarios.
- Completing the review and implementation of the Banks risk policies and frameworks.
- Developing and implementing market risk controls for applicable trading book portfolios.
- Optimizing the Banks third party risk metrics and methodology settings using SQL, Python and VBA.
Key requirements of the role:
- Minimum of 6 years' experience in a commodity market risk setting.
- Masters in Finance, Economics, Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplines.
- Experience programming and coding in VBA/Python/SQL.
- Strong communication (both written and oral) and stakeholder management skills.
- In depth knowledge of European and UK markets.
- Willing to be based in London