Market Risk Manager – Tier 1 Investment Bank – City based
My client, a leading Tier 1 Investment Bank based in the City has a requirement for a Market Risk Manager covering G10 Currencies and Rates.
The successful candidate will join a strong team based on the Trade-Floor working with FX and Rates Traders. They will be responsible for the analysis and monitoring of market risks taken within G10 FX. Additional responsibilities include analysis of model risk, analysis and reporting of market risk. Analysis of risk positions (Greeks), changes in VaR. Analysis of risks of new trades (to include exotic FX products that are handled in G10) The Risk Manager will primarily interface with the trading desk and other risk and support groups (i.e. Compliance, Finance, Operations).
Requirements:
- Numerate/Quantitative degree (MSc preferred)
- Market Risk Reporting or Management experience
- FX Options knowledge (inc Exotic products)
- Rates understanding
- VBA and SQL skills
- Strong communication skills
Please get in touch with Alex Cosgrove for more information.
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