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Market Risk Manager - Leading Investment Bank - Commodities
Key responsibilities of the role: Responsible for leading the team in their daily VaR and Stress testing scenarios. Completing the review and implementation of the Banks risk policies and frameworks. Developing and implementing market risk controls for applicable trading book portfolios. Optimizing the Banks third party risk metrics and methodology settings using SQL, Python and VBA. Key requirements of the role: Minimum of 6 years' experience in a commodity market risk setting. Masters in Finance, Economics, Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplines. Experience programming and coding in VB


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