Financial Risk Manager
IMC builds and maintains best-in-class risk solutions in the second line of defense, to ensure assumed risks stay within the firm's appetite at all times. To strengthen alignment and adoption of best risk management practices across the globe, we seek to hire a Financial Risk Manager operating at Group level. In this role, you will report directly to IMC’s Global Head of Market, Credit and Liquidity Risk.
The Financial Risk Manager interacts daily with the regional risk teams and global development team to continuously improve our risk solutions. Your main focus will be on the data, models and system we use to visualise risk in real-time. In addition, you will contribute to group-wide reporting and analysis of financial risk for senior management.
The position is based in IMC’s Amsterdam office, but you will work closely together with our other offices to assist with global risk initiatives.
Your core responsibilities:
- Risk Data: centralize and own market data that is used as an input to measure risk, calibrate and back test our risk models.
- Risk Models: ensure the risk models and parameters used by the regional risk teams are properly documented and adhere to global best practice.
- Risk System: become an expert user of IMC’s real-time global risk system, and contribute to continuous improvement of its functionally and performance.
- Risk Reporting: ensure the daily risk information shown in the global management dashboard is accurate, by verifying data and advising on processes.
- Risk Views: prepare global market, credit, capital and liquidity risk overviews for risk committees, risk summits, risk leads and management.
- Risk Project: contribute to the design and implementation of a Global Value at Risk system and become the expert when it comes to data quality and application of this metric.
Your skills and experience:
- Between 2-5 years risk experience in a trading firm, hedge fund, asset manager or bank
- Academic background in Mathematics, Physics or Econometrics or a related field
- Proficiency in working with large sets of data and programming (Python)
- First-class analytical and quantitative skills
- Structured approach and high-quality standards
- Self-starter and ‘can-do’ mentality
- A genuine interest in financial market
