Senior Market Risk Manager Non Linear Rates & Credits

Senior Market Risk Manager Non Linear Rates & Credits

ING Group

Brussels, Belgium

Your key responsibilities

The key responsibilities for the role are:

  • Producing a timely and accurate daily P&L and risk report that explains the P&L in terms of risk factors and shows relevant market risk exposures and measures versus applicable trading limits;
  • Providing senior management appropriate explanation and context, based on a detailed understanding of the reported content;
  • Design and implementation of a monthly global price testing and valuation adjustment framework that values the trading positions in line with the applicable accounting standards;
  • Design and implementation of an adequate monthly global reserve calculation framework in line with the applicable regulations around prudent valuation;
  • Making sure an appropriate trading limit framework is in place in line with ING’s risk appetite and the desk’s trading strategy;
  • Supporting your Front Office by analysing market risk exposures on the books and proving pro-active, forward looking advice on potential events and opportunities in the market;
  • Appropriately challenging your Front Office on limit breaches, pricing and trading strategy and in the product approval and review process;
  • Driving regulatory global projects like FRTB and the IBOR transition program;
  • Developing and implementing structural solutions to improve risk metrics, data quality and system performance globally;
  • Ensuring the reporting process is SOX compliant, in line with the relevant internal ING policies and documented in a complete and consistent set of policies and procedures;
  • Training junior team members to enhance their knowledge of products, risk and projects.

We look for

A colleague with a talent for taking it on and making it happen, enthusiasm for helping others to be successful and a knack for always being a step ahead. In other words, you strive to bring fresh ideas to life and embrace challenges in a fast changing and complex environment. You are a naturally collaborative person who listens and invests in others to achieve common goals. You love to challenge the status quo and are eager to propose creative solutions to problems.

As a Senior Market Risk Manager – Non-Linear Rates & Credits, you will also need:

  • Master’s degree, preferably in Maths, Engineering, Finance, Economics;
  • At least 6 years market risk experience;
  • Expert knowledge in the Non-Linear Rates & Credits domain;
  • Strong financial product knowledge and a sound mathematical background;
  • To be a good communicator with attention to detail and able to summarise;
  • To be a team player that can work with cross-functional, geographically dispersed teams;
  • To be able to understand the business perspective of key projects for Front Office;
  • To have a flexible approach to role and responsibilities;
  • To be able to multi-task and work in a pro-active and autonomous way;
  • To be fluent in English;
  • Programming experience (VBA, Python, …).

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© EuroJobsites 2020

EuroJobsites is a registered company number: 4694396 VAT number: GB 880 9055 04

Registered address: EuroJobsites Ltd, Unit 8, Kingsmill Business Park, Kingston Upon Thames, London, KT1 3GZ, United Kingdom

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