VP Market Risk - Structured Equities (Hybrid)

Barclay Simpson; Greater London; Hybrid; GBP 140.000 - 220.000; Vollzeit

Zusammenfassung

Barclay Simpson is recruiting for a VP Market Risk Manager in London, Hybrid. The role sits within a specialist Market Risk team overseeing a global structured equities business and offers high visibility across the trading and product development landscape.

You will challenge Front Office desks, influence risk frameworks and collaborate with trading, structuring and quantitative teams to refine risk methodologies and controls.

Qualifikationen

• Extensive Structured Equities Market Risk experience.
• Strong understanding of structured and exotic equity derivatives.
• Deep knowledge of derivative pricing and risk sensitivities.
• Experience challenging Front Office trading desks.
• Ability to communicate confidently with senior stakeholders.
• Cross-asset derivatives, exotic options, structured products, stress testing, scenario analysis, counterparty exposure management.

Aufgaben

• Providing independent Market Risk oversight across structured and exotic derivatives.
• Challenging traders on risk exposures, pricing assumptions and portfolio construction.
• Assessing new structured products before launch.
• Enhancing risk methodologies, limits and stress testing frameworks.
• Working across Equities, FX, Rates, Credit and cross-asset structured products.
• Partnering daily with Trading, Structuring, Quantitative teams, Model Validation and Senior Management.

Kenntnisse

Structured equity risk

Front office engagement

Derivative pricing

Risk methodologies

Stress testing

Scenario analysis

Counterparty exposure management

Tools

Python

SQL

VBA

Jobbeschreibung

Barclay Simpson is recruiting for a VP Market Risk Manager in London, Hybrid. The role sits within a specialist Market Risk team overseeing a global structured equities business and offers high visibility across the trading and product development landscape.

You will challenge Front Office desks, influence risk frameworks and collaborate with trading, structuring and quantitative teams to refine risk methodologies and controls.