Job Overview
We are seeking a skilled and experienced professional to join our team as a Market Risk Manager.
The successful candidate will be responsible for developing, implementing, and enhancing monitoring methods and tools in collaboration with various teams within the organization.
Key Responsibilities:
* Develop, implement, and enhance monitoring methods and tools in collaboration with Sales, Sales Trading, Trading, Operations, and Risk Management.
* Monitor listed derivatives clearing clients, Lombard/margin account clients, and their corresponding cross-asset limits on an intraday basis.
* Identify opportunities for process improvements and suggest risk-reducing measures based on data-driven analysis.
* Issue intraday margin calls when thresholds are breached.
* Perform risk calculations for portfolios of listed derivatives clearing clients.
* Document operational risk incidents and ensure timely communication to relevant stakeholders.
* Oversee the exercise and assignment processes, including identifying and managing associated risks.
* Maintain regular communication with the Second Line of Defense and the central Risk function.
Requirements
To be successful in this role, you will need to have:
* A post-graduate degree in banking or finance.
* A background in mathematics or financial mathematics is strongly preferred.
* At least 3–5 years of professional experience in risk management.
* Strong coding and programming skills, particularly in R and Python, are essential to support analytical work.
* Proven and extensive experience in client monitoring and risk management.
* Strong skills in risk modelling allow you to assess and manage complex financial exposures.
* Solid understanding and hands-on experience with derivatives and margin accounts are essential for this role.
* Additional knowledge of equities, fixed income, other listed products, and crypto assets is a plus.
* A background in trading is highly welcome and will be considered beneficial.
* Fluency in both English and German, written and spoken, is required for effective communication.
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