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Senior Risk Control ALM Officer
City of london (Full Time, Permanent)
Senior Risk Control ALM Officer - City of London, Greater London
My client, a Global Banking organisation is seeking to hire Senior Risk Control Officer. Principal Purpose of the Job: • Management and control of market risk and interest rate risk in the banking book to ensure that interest rate risk and market risk are managed within the Bank’s risk appetite and regulatory requirements.
Main Responsibilities & Accountabilities: • Bonds (Euro Medium Term Note or “EMTN”) and derivatives valuation validation. • Market risk measurement, monitoring and reporting. • Interest rate risk in banking book measurement, monitoring and reporting. • Undertake stress testing (market risk and interest rate risk-related). • Identify and assess market risk and interest rate risk arising from new product and service development. • Recommend policies for market risk and interest rate risk that the Bank may from time-to-time enter into. • ICAAP preparation and documentation. • Other tasks allocated by Line Manager.
Skills Required: • Good knowledge of and working experience in bonds and EMTN. • Good knowledge of and working experience in valuation methodology and processes relating to bonds and derivatives. • Good knowledge of and working experience in market risk management under the Standardised Approach. • Awareness of industry trends and best practices. • Strong written and verbal communication skills. • Understanding (and correct interpretation of) the relevant regulatory regimes and requirements governing the control and management of market risk and interest rate risk in the banking book. • Ability to deliver accurate and comprehensive risk reports, and to propose meaningful and constructive solutions and suggestions.
Candidates must have an up to date UK/EU work permit
For further information, please contact: Enrico Castagnetti, Wintermann Search & Selection Limited Mobile: 44 (0)(Apply online only)