Prudential Market Risk Senior Manager

Prudential Market Risk Senior Manager at one of the Big 4 Consulting Firms

About the Role:

As a Prudential Market Risk Senior Manager, you will work with a diverse range of well-known clients across the financial sector and actively collaborate with senior team member to identify and pursue business development opportunities.

Responsibilities:

• You will take ownership of all aspects of the lifecycle of a project, from client acceptance to completion, including monitoring of the project’s commercial performance and quality control.
• You will identify the impact of prudential regulatory changes and support clients to implement the relevant changes required for them to remain compliant with the applicable regulations.
• You will help the client’s operations, interpretations, design and implementation against industry practice, applicable market risk standards and regulatory expectations.
• You will drive the development of the firm’s market risk proposition through marketing and sales activities (client surveys and roadshows).

Experience:

• Strong understanding of one or several market risk methodologies used for risk management and/or for the calculations of regulatory capital, including both standardised (SBM, DRC, RRAO) and internal model approaches (ES, NMRF, PLA tests).
• An in-depth understanding of the market risk regulatory and reporting environment as it relates to banking and capital markets, particularly with respect to EU and UK regulation and its strategic impact on the firm
• An understanding of Basel 3 reforms and their impact on market risk requirements
• Relevant experience in financial services, whether in industry or in consulting
• Comfortable working with large sets of data in Excel, Alteryx and/or Tableau
• Experience with governance and risk management frameworks and systems and controls supporting prudential regulatory requirements
• Previous experience working on market risk measurements and monitoring, risk governance, or model applications and ongoing senior manager regime attestations.

If you are interested in the role, please email your most up to date CV to sl@barclaysimpson.com for more information on the role.