Market Risk Manager FX recruitment
Risk Job - Market Risk Manager - Foreign Exchange (FX)
A top tier European bank based inCanaryWharfis looking for someone with the relevant experience to assist in the implementation of market risk methodologies, principally VaR, by analysis of VaR impacts and a detailed understanding of the model inputs.
The bank is undertaking several key projects to implement a number of Risks not in VaR (RNIV) methodologies in to the market risk model.
Responsibilities include:
- Working with Senior Risk Managers and Quants to develop FX VaR methodologies
- Performing self led analysis into the pros and cons of methodology enhancements
- Review of model inputs and time series data
- Proactively developing solutions to negative aspects of model behaviour
- Detailed impact analysis and understanding the drivers for VaR
- Compiling and presenting road shows for Senior management covering regulatory impacts, key methodology features capital implications
- Ad-hoc analysis and presentations
- Training around new methodology implementations
- Supporting requests for information from regulators and front office.
- Completing regulatory impacts
If you possess a CFA and an MSc qualification or equivalent, advanced Excel and Access skills strong analytical skills and a genuine interest in market risk and VaR methodologies then you will be considered a good candidate for this role. You will also need solid interpersonal skills and to be a good communicator. You will obviously need strong FX experience and work well in a team. If you think that this sounds like a good fit for your experience and the job that you are looking for then please apply today
