Portfolio Market Risk Manager (VP)


Portfolio Market Risk Manager (VP)

Job Title: Portfolio Market Risk Manager (VP)
Contract Type: Permanent
Location: London
Salary: £100000 - £140000
Start Date: ASAP
Reference: PW455136
Contact Name: Phillip Wood
Contact Email:
Job Published: January 27, 2017 16:26

Job Description

The Portfolio Risk function at this leading global investment bank provides proactive analysis of their portfolio-level risk profile to improve the understanding and control of risk, inform capital allocation decisions, provide challenge and recommend actions to alter the bank's risk profile.  

You will be responsible for oversight of portfolio-level risk metrics, including Market Risk Regulatory and Economic Capital, and the Market Risk Identification Framework.  The Portfolio Risk function provides high-level MI to senior management, summarizing the aggregate risk profile and material concentrations, portfolio trends and emerging risk issues.


  • Perform 'deep dive' investigations into complex portfolio risks, and significant new trades
  • Provide opinions on the impacts of market events, and provide portfolio highlights to the CRO
  • Participate in the risk appetite setting process ensuring market risk appetite is implemented
  • Lead the ongoing design & management of the Market Risk Identification Framework
  • Deliver a comprehensive risk taxonomy for the development of the risk inventory, material risks
  • Ensure completeness of the risk identification framework, consistent approach, industry best practice
  • Drive improvements to the risk framework: e.g. for methodology, infrastructure, reporting, & responsible individuals for each


  • 5-10 years in market risk covering both traded and non-traded products
  • Experience with key regulatory deliverables
  • Good understanding of market risk measurement techniques
  • Highly conversant with macroeconomic/geopolitical events
  • Deep understanding of risk appetite and Capital Allocation
  • Excellent analytical skills
  • High proficiency in Excel, PowerPoint
  • Relevant post graduate degree (Economics, Maths, etc.)


Get similar jobs like these by email

By submitting your details you agree to our T&C's