As a Market Risk Manager responsible for coverage of CEEMEA region within the Global Emerging Markets business, you will work within a team which covers all products within fixed income specifically looking after the CEEMEA region. You will be responsible for managing market or fair value risk within the bank Bank and will carry out this responsibility in an independent and neutral way, providing a comprehensive view of market risks to management.

Your key responsibilities
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Management of various aspects of the franchise, including limit, stress and reporting set-up. Daily monitoring of exposures against limits, and driving both the articulation and adherence to risk appetite

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Partner with other Market Risk teams, and other Risk management functions (e.g. Valuation Control, Market Risk Analysis and Control, and Risk Methodology Strats), to ensure that the full suite of valuation processes, risk metrics, infrastructure, and controls are developed and implemented to support the commercial build-out of the Metals business.

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Engage and challenge Front Office (FO) desk heads and senior traders with respect to exposures, valuations, new business, market activity, risk culture, controls, and risk appetite; escalate risk exposures and issues as required to senior management within the CRO function

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Ensure risk completeness and accuracy, ensure that the limit framework and appetite is commensurate with infrastructure, and develop and implement the Risks-not-in framework


Your skills and experience
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Experience in market risk management, either within the second line (market risk) or first line (trading, structuring).

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Experience in fixed income markets-related roles, and knowledge of risk operations within a market making business is preferred. Importantly, a solid understanding of the impact of financial and economic events on markets and market risk positions are key

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Strong technical and analysis skills (Analytics, Excel, VBA or similar, statistics, time series. Knowledge of Python and SQL desirable)

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Knowledgeable of market risk controls and governance frameworks, with strong experience in defining, implementing and running /"Risks-Not-in/" and stress tests


Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

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