Market Risk Manager

A Leading Global Consultancy is seeking a strategic Market Risk Manager to join its Financial Services Risk Management practice. In this pivotal role, you will be responsible for identifying, measuring, and managing market and liquidity risks for top-tier banking and financial clients. Furthermore, you will lead the implementation of advanced risk frameworks, including Value-at-Risk (VaR) and stress testing methodologies. Consequently, this position is vital for ensuring regulatory compliance and capital efficiency for our global partners.

The Market Risk Manager must bridge technical quantitative modeling with practical business risk management. Additionally, you will oversee the development of risk reporting dashboards and provide critical insights to senior management and risk committees. Therefore, the consultancy is looking for a professional with 5 to 8 years of experience in market risk or treasury. If you have a deep understanding of Basel III/IV and FRTB regulations, this Market Risk Manager role offers a premier leadership opportunity.

Key Responsibilities

• Identify and assess market risks across various asset classes, including interest rates, FX, and equities.
• Develop and maintain robust risk measurement models such as VaR, Stressed VaR, and Expected Shortfall.
• Oversee liquidity risk management frameworks, including LCR and NSFR monitoring.
• Lead the implementation of regulatory initiatives such as FRTB (Fundamental Review of the Trading Book).
• Design and execute complex stress testing and scenario analysis programs for global portfolios.
• Monitor limit breaches and collaborate with front-office teams to ensure risk-taking remains within appetite.
• Prepare detailed market risk reports and presentations for senior executive risk committees.
• Stay ahead of emerging market trends and global regulatory changes impacting the risk landscape.
• Manage and mentor a team of risk analysts to foster technical excellence and professional growth.
• Collaborate with IT teams to enhance risk data aggregation and automated reporting systems.

Requirements and Qualifications

• Master’s degree in Finance, Economics, or a Quantitative field (CFA/FRM certification preferred).
• 5 to 8 years of experience in Market Risk Management or Treasury within a bank or consultancy.
• Strong understanding of financial derivatives and complex valuation methodologies.
• Technical proficiency in SQL, Python, or VBA for data analysis and risk modeling.
• Excellent communication skills with the ability to influence senior stakeholders.