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IB Change + Risk - Manager

Investment Banking Change – Market Risk Manager - Long contract

Location: UK – Nationwide
Duration: 15 months
Rate: TBC

We are looking for experienced manager with background in IB Change/Market Risk, and have had previous responsibilities in leading market risk change


• Making significant contributions through deep sector expertise, client engagement and delivering new business opportunities.
• Growing and maintaining team, and leading client engagements, supporting business development activities, and developing value propositions.
• Leading workstreams in market risk functions that covers
o Advisory and implementation support
o Post implementation independent reviews
• Leading market risk change impact assessments and target operation model design and reviews
• Programme management of market risk change engagements, and ability to formulate propositions and solutions that meet client requirements.
• Business development that supports over the key market risk propositions
• Support development of pipeline of opportunities through sell-on/or new work
• Building and maintaining strong client relationships, and stakeholder management/influencing.
• Ability to develop and implement risk analysis tools for reporting, analytic and identification
• Preparing in-depth risk reports and updates for Senior management, risk committee and relevant parties.


• 5 years+ experiences within market risk functions
• Consulting experience in Capital markets within a professional service – big 4 would be desired but not essential
• Experiences in major capital market institutions internal consulting team/change function
• Experiences in managing delivery of market risk change programmes, etc., - across sell-side, buy-side, and financial market infrastructure firms.
• Deep understanding of industry, market, regulatory drivers that shape the industry.
• Knowledge/experience in setting up risk appetite and risk frameworks
• Technical understanding of OTC products and their risk profiles (e.g., asset class can be Prime and/or Credit Products, FI and Equity Derivatives, and/or Rates/FX)
• Quantitative skill set for Modelling and implementation purposes
o Financial modelling, derivative modelling, stochastic calculus, stress testing)
• Good knowledge in Python, C++ or R
• Previous experience working in a front office role (trading/structuring) or structured products market risk role