• 9 July 2008
• Reference: JR201227

• Scenario Risk Manager - London

• City of London £55,000 - £75,000 p/a Permanent

A scenario risk manager is required for a pre-eminent, premier international investment bank, based in the London Docklands.


This is a critical role in the consolidation and scenario analysis team which has 3 key functions: consolidated market risk reporting; regulatory capital reporting; and market risk scenario analysis.


This role sits in the scenario's reporting team with responsibility for managing the production of market risk scenario analysis reporting covering a variety of products including: interest rate derivatives (including exotics); credit products; and Emerging Market credit derivatives.


There are numerous aspects to this position, including the manipulation of trade valuation models to produce scenario analysis information, as well as performing analysis and review of scenario results, focusing on understanding behaviour of derivative products under scenario conditions.


Banking experience is essential, preferably within a risk management department. You will ideally have attained a professional qualification such as a CA or equivalent. High numeracy, strong controls awareness, and good product knowledge (derivatives) is required. Previous management experience is preferred, but not essential.

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• Scenario Risk Manager - London