Model Approval Manager - Market Risk - Non Ring-Fenced Bank

£80,000 | London | Permanent
Posted 6 days ago

Market Risk Manager – Model Approval - Commercial Banking – London

Up to £80,000 (dependent on experience) benefits

Market Risk Manager – Market Risk Model Manager – Risk Model Manager – Market Risk Modelling Manager - Market Risk Model Consultant – Market Risk Modelling Consultant – Market Risk Model Approval Manager – Market Risk Governance Manager – Market Risk Validation Manager – Senior Market Risk Model Analyst – Senior Market Risk Modelling Analyst

An exciting permanent opportunity has arisen with one of IQ’s leading Banking clients in central London.

The client is at the beginning of the separation of Ring-Fenced and Non Ring-Fenced Bank and requires an experienced Market Risk Model Approval Manager to join the team in order to provide support with the transition.

As a Market Risk Model Approval Manager, you’ll join the MR Model Approval function to deliver ongoing support to the oversight of the client’s MR and ALM models. Ultimately, you’ll take responsibility for the validation of the VaR model across various asset classes.

Skills and experience required:

Numerical degree - Maths/ Statistics/ Finance/ Economics/ Actuarial Science/ Computer Science/ Engineering (or professional qualifications);
Strong Market Risk background with a specific exposure to model review/ approval/ validation/ development/ calibration/stress testing/ governance;
Strong understanding of MR modelling related regulatory requirements;
Proven ability to deliver change to MR modelling;
Exposure to various asset classes - FX/ Rates/ Credit/ Inflation/ Commodities;
Ability to code – C/C or R – will be very beneficial;

This is a fantastic permanent role based in London, easily accessible and close to a variety of transport links. The company offers a great working environment as well as a complete commitment to your personal and professional development.

To find out more or to register your interest, please reach out to or apply online.

For more information about this role, please contact:

Valentina Ivanova
0161 237 0060

See Valentina Ivanova's jobs
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