Market Risk Manager – Rates and FX recruitment

Main responsibilities:
Analyse the market risk exposures within the Rates and FX Trading business area.
Perform a daily analysis on the evolution of the VaR and the key Risk metrics.
Responsible for the accuracy of the VaR number, the detailed explanation of the major changes of the VaR numbers as well as the relation between VaR and to PL changes.
Implement and develop an appropriate risk reporting process for the Rates amp; FX Trading portfolios, highlighting the key Market Risks Factors and their potential impact on the PL, using simulation tools.

Skills and experience required:
Very good knowledge of the Rates FX Trading Markets.
Clear understanding of option strategies.
Good experience in Market Risk measurement,  management techniques (VaR, Stress-Testing, ECap, Limit allocation, New Products Process, etc)
Effective quantitative and problem solving skills.
Clear communicator, persuasive in inter-personal communication and dispute resolution.
Able to deliver practical solutions in a demanding environment.
Quantitative academic references desirable.
Computer programming literacy in VBA or similar language required in order to perform "ad hoc" Risk simulations.
The job holder will be a confident self-starter, a lateral thinker and a problem solver.