Market Risk Manager
Our client, a global leading financial services provider, is looking to recruit a Market Risk Manager for the Interest Rate Exotics trading desk. The role will be responsible for the valuation and risk control of the Interest Rate exotics portfolio and other products within the Interest Rates trading business. The role will involve close liaison with internal and external senior stakeholders in addition to providing leadership in key matters requiring market risk expertise.
The role requires the candidate to have a quantitative background with experience in trading, market risk management or product control for exotic interest rate derivatives. The candidate will have knowledge of the following:
· Exotic options business including trading strategies and risk profiles of relevant products
· Valuation of options
· Risk management concepts
· Front office / Risk Technology development, analysis and testing
· VBA skills
Key responsibilities of the role include:
· Daily control of the portfolio, ensuring valuation, sensitivities and attribution is accurate
· Implementation of new risk systems and PL attribution
· Risk reporting ensuring sensitivities and VaR are correctly reported
· Analysing and reporting on risk and PL trigger events
· Testing and development of risk systems.
This is an excellent opportunity to work with a leading multinational financial institution. Should you feel you have the personal and professional attributes necessary, do not hesitate to apply.
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