Head of Market Risk Analysis - VP

What You Do

Market Risk Analysis & Insights

• Lead the analysis of market risk exposures across trading and banking portfolios, identifying key risk drivers, emerging trends, and material changes in risk profiles.
• Provide independent challenge and insights on portfolio positioning, hedging activities, valuation drivers, and market developments.
• Perform deep-dive investigations into significant risk movements and articulate key drivers to stakeholders.

Risk Methodology & Measurement

• Maintain a strong understanding of market risk methodologies, valuation approaches, risk sensitivities, and risk metrics across interest rate, credit spread, foreign exchange, and other risk classes.
• Review and assess market risk measurement approaches to ensure risks are appropriately captured, measured, and understood.
• Support and contribute to FRTB-related initiatives, methodology enhancements, risk attribution analysis, and regulatory implementation efforts

Leadership & Team Development

• Lead and develop the Market Risk Analysis team, fostering strong technical expertise, analytical thinking, and continuous learning.
• Provide coaching, technical guidance, and oversight to ensure high-quality analytical output and risk assessments.
• Build a culture of collaboration, accountability, and innovation within the team.

Stakeholder Management

• Engage proactively with Front Office, Treasury, and relevant stakeholders to understand business strategies, product developments, and evolving risk exposures.
• Support risk management decisions through robust analysis and effective communication.

Data Analytics, Automation & Innovation

• Support and lead initiatives to enhance risk monitoring, analytical processes, controls, and operational efficiency.

Governance & Strategic Initiatives

• Support regulatory submissions, audits, and risk governance activities.
• Lead or participate in strategic market risk projects, system enhancements, and risk transformation initiatives.
• Ensure risk analysis outputs remain fit-for-purpose and aligned with evolving business, risk management, and regulatory requirements.

Who You Are

• Bachelor's degree in Finance, Economics, Mathematics, Engineering, Statistics, or a related discipline.
• At least 6 years of relevant experience in Market Risk Management, Risk Analytics, Treasury Risk, Quantitative Risk, Front Office Risk, or related functions, including experience leading teams.
• Strong understanding of financial markets, treasury products, fixed income and derivative products, valuation concepts, market risk measurement methodologies, and regulatory market risk frameworks including FRTB.
• Demonstrated experience analysing interest rate, credit spread, foreign exchange, liquidity, and other market risk exposures.
• Strong analytical and problem-solving capabilities with the ability to interpret complex risk and valuation information.
• Proven experience leading teams and developing technical talent.
• Experience with data analytics, reporting, and visualisation tools such as Power BI.
• Experience with Python, SQL, VBA, or other analytical tools would be advantageous.
• Strong communication and stakeholder management skills.
• Ability to drive continuous improvements in risk analysis and reporting.
• Intellectually curious and passionate about understanding financial products, valuation methodologies, risk sensitivities, and the key drivers of market risk exposures.
• Experience working with Murex or other treasury and risk management systems would be advantageous.