Market Risk Officer | Rates & Credit | Commodities

CompanyLevelUP HCS

LocationCity Of London, England, United Kingdom

Posted At3/6/2026

UK Visa Sponsorship Analytics

Analytics are greyed out due to low classification confidence (47.0%).

Occupation Type

Business associate professionals not elsewhere classified.

Occupation Code Skill LevelMedium Skilled

Sponsorship Salary Threshold

£41,700 (£21.38 per hour)

Standard minimum applies

Above analytics are generated algorithmically based on job titles and may not always be the same as the company's job classification. You can also check detailed occupation eligibility, and salary criteria on our UK Visa Eligible Occupations & Salary Thresholds page.

Disclaimer: Hunt UK Visa Sponsors aggregates job listings from publicly available sources, such as search engines, to assist with your job hunting. We do not claim affiliation with LevelUP HCS. For the most up-to-date job details, please visit the official website by clicking "Apply Now."

Description

Purpose of the Role:

A leading Corporate and Investment Bank in London seeking a highly motivated Market Risk Officer. This role is crucial for administering and ensuring the accuracy, security, and consistent delivery of market risk data. You will be responsible for control, quality checks, certification, and maintaining official data repositories. A key aspect of this position involves monitoring regulatory compliance within the market risk scope and governing relevant referentials under a clear governance framework.

Responsibilities:

Market Risk Data & Controls

Core Risk Reporting: Daily production and rigorous certification of all critical market risk indicators, including VaR, sensitivities, P&Ls, and regulatory metrics.
Limit & Breach Management: Proactive monitoring and control of risk limits, with immediate communication and resolution of breaches and loss alerts in partnership with Front Office and Risk Management.
P&L Ownership: Comprehensive P&L production, analysis, and sign-off across multiple methodologies (Economic, Actual, Hypothetical, Risk Theoretical), ensuring accuracy and auditability.

Regulatory & Reserve Computation: Execute regulatory backtesting, compute market risk reserves, and manage 'Day One' impacts for new transactions.

xVA & Client Contribution Oversight: Certify XVAs and allocate to business lines; produce and control Client Contribution metrics.

Dashboard & Committee Support: Develop and present key risk dashboards for Senior Management and prepare critical support documentation for risk committees.

Market Data Integrity

Data Control & Validation: Ensure the effectiveness, automation, and documentation of market data controls, guaranteeing data accuracy and auditability.
Data Feed & Support: Manage the collection, feeding, validation, and reporting of market data to Front Office systems, providing essential team support.

Valuation & Observability Assurance

Valuation Framework Management: Oversee the integrity of the valuation process, ensuring robust marking, parameter review, and adherence to best practices for exposure coverage.
Regulatory Valuation Alignment: Drive compliance with key regulatory valuation requirements like xVA, Prudent Valuation, IFRS9, and FRTB.

Governance & Escalation: Uphold the valuation framework's governance, policies, and escalation procedures, actively contributing to the New Product Committee.

Main Responsibilities:

Quantitative Expertise: Demonstrated ability in science, mathematics, or engineering fields.
Technical Mastery: Expert-level Excel (including advanced formulas and modelling), VBA, and SQL for data analysis and automation.
Market Insight: Comprehensive knowledge of financial markets and derivative products.
Communication Excellence: Adept at presenting complex analysis clearly and concisely, both verbally and in writing.
Diligence & Autonomy: A highly detail-oriented individual capable of independent work and effective collaboration.
Sector Experience (Preferred): Experience within Commodities, Rates, or Credit markets is a plus.