Senior Market Risk Framework Consultant (6-Week, London)

Consult; Greater London; Hybrid; GBP 68,000 - 96,000; Full time

Job summary

Consult in London seeks a seasoned Interim Market Risk Framework Consultant for a 6-week assignment. The incumbent will assess and formalise the current market risk framework, including VaR, stress testing and risk governance, to deliver a regulator-ready framework.

The role requires challenging existing practices, drafting a board-ready framework, and producing governance documents with an emphasis on audit and regulatory compliance.

Qualifications

• Extensive Market Risk experience in investment banking, capital markets or trading environments.
• Proven track record drafting or enhancing Market Risk Frameworks or Risk Appetite Frameworks.
• Ability to present to Executive Committees and Boards and work independently.
• Delivery-focused with regulator/audit-ready outputs.

Responsibilities

• Review the existing Market Risk Framework and governance arrangements.
• Assess risk appetite, limits, thresholds and escalation processes.
• Challenge current practices and identify areas for enhancement.
• Draft a proportionate Market Risk Framework suitable for Board and Executive Risk Committee approval.
• Produce supporting governance documentation and risk management standards.
• Ensure the framework is robust from an audit and regulatory perspective.

Skills

Market risk experience

Risk governance

VaR

Expected Shortfall

Stress testing

Risk appetite

Executive presentation

Job description

Consult in London seeks a seasoned Interim Market Risk Framework Consultant for a 6-week assignment. The incumbent will assess and formalise the current market risk framework, including VaR, stress testing and risk governance, to deliver a regulator-ready framework.

The role requires challenging existing practices, drafting a board-ready framework, and producing governance documents with an emphasis on audit and regulatory compliance.