Market Risk Manager (m/f)
Berater Silvan Reich
Aktuell seit 8. Oktober 2018 2018-10-082018-12-04 banking Claridenstrasse 41 8002 Zurich
We are currently looking for an experienced Market Risk Manager (m/f) for a well known international Bank in Zurich, in order to join their expanding team around the topics of global market products and transaction banking.
Market Risk Manager (100%, m/f)
As a Market Risk Manager (m/f) you will be actively involved in the setup of the Risk department to strengthen the clients commodities related business.
- Market risk management of Commodities, FX and Rates businesses. Monitoring, maintaining and managing an appropriate Market Risk Exposure
- Appropriate coverage of trading franchise positions across a broad range of asset classes, with a focus on commodities including both physical and financial instruments
- Review of new trading strategies and/or structured transactions on request
- Daily monitoring and analysis of market risks across the entity
- Identification and investigation issues of non-compliance with limits within the business units.
- Documentation and presentation of risk polices and models for members, regulators, risk committees and other governance functions
- Assessment and advisory services on risk systems and processes
- Participation in the calculation of risk weighted assets
- Swiss / EU passport or valid Swiss work permit
- Highly numerate with excellent academic record (good quantitative degree or Masters in Finance/Economics)
- Minimum 8 year's experience in a desk facing Market/Physical/logistics Risk or similar risk and product focused role. Preferably at least 4 years dealing with Physical/Financing Commodity products
- Understanding of principles of market risk management for FX, Rates and Commodity products
- Fundamental understanding of the relationship between physical and financial assets across a range of commodity markets
- Understanding in logistical Process Chain in dealing with Physical commodities, including but not limited to analysing Insurance Documents to ensure appropriateness and coverage of relevant commodity, and to be able to provide value adding independent input
- Understanding of risk measures and metrics used in energy, agriculture & metals markets, including but not limited to linear and non-linear vanilla products
- Able to communicate complex information directly to senior risk & trading management and improve risk measures
- Excellent written and spoken English is mandatory
If this sounds like an interesting and challenging opportunity to you we look forward to your application.