Senior Traded Product Exposure Manager

A top tier European investment bank is currently seeking an experienced traded product exposure manager to take up a senior desk based position on their…A top tier European investment bank is currently seeking an experienced traded product exposure manager to take up a senior desk based position on their excess management team. This front office position involves working directly with the trading desks, credit analysts and market risk teams in order to conduct both vanilla and exotics transactions and investigating traded credit risk.

The successful candidate will provide real time quantitative support to FO credit risk managers on portfolio risk analysis, trade approval, and new product reviews. S/he will be involved in the development of counterparty credit exposure risk methodology, models and tools.

This person will be part of a global team of analysts and will be intimately involved in the daily deal flow and trade approval processes. Candidate will have exposure to all major trading businesses and to the for-front of new derivative product development.

On top of risk quantification and complex product advice, tasks involve Haircut calculations and Approval Grid calibration, Hedge Fund and Pirme Borkerage Risk Analysis, Volatility updation and Calculator maintenance and development, new Risk Valuation Override methodology and process improvements, Calculation of trade (stand alone) and portfolio VaR, Potential Future exposure (PFE) and Expected Positive Exposure (EPE).

Candidates for the Credit Exposure Manager role will have a strong academic background, most likely to MSc / DEA or equivalent. It is likely that you will already be in a market risk or credit risk role, and should have strong product knowledge. You will be expected to understand the risks arising from the different products and the methodology used to calculate the risk numbers as well as understand and explain the various systems.

This position will suit candidates keen to work in a front office environment. Excellent salary and benefit packages as well as progression opportunities across the front office are on offer to the successful candidate. All applications to risk@selbyjennings.com

Type: Full-time

Location: London

Category: Risk Jobs

Apply Email: risk@selbyjennings.com