🎁 Marex | Market Risk Manager

  • Link: Market Risk Manager from Marex

  • Dates: All year 2022
  • Job location: London, UK.
  • Job description: Perform market risk modelling and daily risk management for the firm’s trading portfolio. Review and monitor market risk measurement models, create dashboards and tools to assist with analyzing and reporting of market risk. Contribute to an effective risk presence, promote risk discussions with Front Office and senior management and build collaborative relationships across the business. Monitor and report adherence to market risk limits, escalate limit excesses appropriately to management. Maintain and share knowledge of trading portfolios and keep abreast of developments in the financial markets. Be responsible of ongoing model development for valuation and risk measurement, carry out reviews and validation of model parameters. Perform quantitative analysis of new deals, identify embedded risks using simulation based modelling and other methods. Formulate new business and product frameworks and integrate changes into the current policies, processes and systems. Perform analytical reviews and develop improvements to market risk processes, models and methodologies. Design and implement efficient and effective internal controls to ensure appropriate risk management.