Front Office Market Risk – Exotic IR & Hybrids recruitment

Being responsible for one of the most complex derivative portfolios covering structured IR, long dated FX and hybrids, this role combines a highly technical market risk role with a hands on business focused element. You will interact daily with the trading desk, senior management and quantitative team to assess, monitor and pre-empt movements within the market. Main duties will include:

- Setting and monitoring trader limits

- Being aware of all risk positions and advise on risk appetite

- Working with the traders to provide develop trading strategies

- Monte Carlo simulation, back and stress testing for various projects

- Testing DVaR methodology to provide recommendation

This is an exceptional role with an established investment bank. Successful candidates would require good knowledge of the business and the broader financial environment. Suitable backgrounds will include:

- Experience within market risk management

- Some front office knowledge, from a trading or structuring role would be advantageous

- Knowledge of structured IR

- Numerate with a post graduate education in a mathematical discipline

- Market awareness as well as technical expertise

If interested or for more details, please apply online or alternatively call Khalid Al-Sada on (+44) 207 468 8955. All queries will be dealt with in strict confidence

To find out more about Huxley Associates please visit www.huxley.com