Head of Market Risk – Fixed Income, Interest Rate and FX – Leading European Investment Bank recruitment
Reporting to the Regional Head of Market Risk the incumbent will be responsible for measuring and monitoring risk exposures across the front office and market exposure for multiple business lines including FX Rates trading, Treasury and emerging markets activities, make recommendations to improve monitoring and reporting of capital market activities and ensure analysis and challenge is provided for business initiatives such as new investments, hedging strategies and products. The jobholder will be required to calculate, analyse and report on all market risk indicators in compliance with the group’s market risk policies and monitor all quantitative and/or qualitative limit breaches and ensure follow-up. The incumbent will need to manage the definition, calibration and update of all market risk limits, including sensitivities, VaR and Stress scenario and actively participate in the definition and update of market risk control methodologies, through the setting up of new risk indicators, stress test calibrations, exotic parameters calibration etc. The jobholder will provide up-to-date documentation of all policies and processes involved in the risk control activity, regularly provide an aggregated view of his/her perimeter in terms of risks and performance, participate in the monthly Market Risk Committee for Asia Pacific and provide input relevant to his perimeter to global, regional and local projects regarding market risks and capital market activities in general.
The successful candidate will be a degree holder with at least 6 years experience in market risk management at a leading investment bank (or other relevant area such as valuations, quantitative analytics) with exposure to multiple business lines/markets/instruments particularly Treasury, FX/IR derivatives, Fixed Income and Exotics. Applicants will be required to possess significant experience in market risk reporting, analysis and data validation and be knowledgeable with respect to recent developments in market risk, economics and valuation models. Candidates will need to demonstrate exceptional communication and interpersonal skills as they will need to regularly deal with traders, other team members and a number of parties at all levels across Asia and globally.
If this position is of interest, please contact Matthew Whitman of Barclay Simpson for a confidential chat on +852 2546 1955 or e mail a copy of your resume to mw@barclaysimpson.com.