Tier 1 investment bank is looking to hire a senior trading floor based Equity Derivatives Market Risk Manager.

The market risk team is looking to hire a Snr Market Risk Manager, to be based on the trading floor, looking at equity derivatives - both vanilla and exotic. This role is a technical / quantitative market risk management opportunity. The risk manager will have direct involvement in developing junior members of the team and will be the first point of contact for all risk issues for the equities desk in the front office.

This individual will be coming from a trading, model validation or quantitative market risk background, from either a cross asset perspective, or ideally a purely equity perspective

Candidate Requirements

-University degree with a quantitative subject. Postgraduate degree or relevant professional qualifications (eg CFA, FRM & CQF) preferable.
-Understand in detail the products and risks arising from the businesses under their control, how and where P/L is generated, and the details/implications of how their markets are evolving.
-Extensive knowledge of Equity products and has worked previously in either market risk, trading or research role.
-Extensive knowledge of pricing and risk management of a variety of Equity instruments, both Cash and Derivative, from practical experience.
-Knowledge of risk management methodologies (eg Stress Tests, VaR) and their strengths/weaknesses is beneficial.
-Strong systems skills, particularly Excel/VB
-Team player, enthusiastic, with strong communication and influencing skills

This opportunity will offer candidates an exceptionally diverse equity product exposure - in terms of region, products and type of risks encountered. On top of this candidates will have excellent exposure internally, which combined with the technical slant of this role, makes for an exceptional market risk management opportunity.

If you would like to apply for this position please send all applications by email