Market Risk Manager
As this privately owned Commodities Trading house has developed a significant global commodities trading platform, FX Trading has become a key and essential function for the firm. To ensure that the FX exposures are effectively Risk Managed, there is now a requirement for an experienced Market Risk Manager to join the firm. In addition to this, it is expected that this Market Risk Manager can support the firm in building a new Group level VaR model for their Commodities Portfolio and to manage the Risk Reporting for this area in addition to the FX Risk Management duties.
The role will include:
- Limit management, risk system enhancements, monitoring and reporting trading risks, develop, produce and report VaR, EaR and CFaR of portfolios, calculate and monitor Greeks, back-testing, stress-testing, assess the risks of new business ventures and supporting senior management and traders.
Requirements:
- In depth knowledge of FX trading
- Market Risk Management experience in an Investment Bank, Commodities Trading Firm, Hedge Fund or Asset Management firm
- Numerate degree
- VBA/SQL skills a bonus
- Commodities experience preferred but not essential
- Excellent communication skills
Please get in touch with Alex Cosgrove for more info
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