Non Traded Market Risk Manager - Liquidity, IRRBB

International Financial Markets Group - Paris 8eme

A new opportunity for a Non-Traded Market risk manager looking to develop their career within a dynamic front office environment. Our client are a financial markets group with diverse trading strategies (rates, FX, commodities) and an increasing presence in France.

You will join a 40 person sales and trading floor, working closely with trading, treasury and group risk teams.

In addition to your core, non-traded market and regulatory risk responsibilities - ALM, liquidity management, IRRBB, funding, you will also dedicate time to traded functions, including pricing, hedging, VaR model management and market analysis. You will also assume management oversight for junior employees.

Responsibilities will include :

• Managing IRRBB framework, ratios and reporting
• Reviewing ALM, intra-group liquidity and regulatory reports
• Working with trading, sales and structuring teams on the launch of new products and business activities, ensuring that they are aligned with the group risk framework and conform with group risk appetite
• Conducting detailed market risk analyses, ensuring that trading processes- P&L management, hedging, pricing, VaR/ VaR, model management, market notifications conform with the group risk framework
• Working with counterparts within 2nd line risk functions on regulatory frameworks.

Skills Required

• 5 years experience within non-traded market risk management - especially liquidity risk, treasury risk, Interest Rate risk
• Additional competency in traded market risk is an advantage
• Experience of fixed income and commodity trading is an advantage
• Personal skills - diplomacy, relationship focus, tenacity, intuition and an eye for detail. This is a busy, revenue generating structure and these qualities will be important

If you are interested in this role please contact Simon Bradbury - Simon.bradbury@rolyrecruitment.com