Market Risk Officer – Rates & Credit
My client is a bulge bracket investment bank. Due to a recent internal move, they have an opening at Associate Director level in their Rates Credit Market Risk team.
The successful applicant will take responsibility for controlling Market Risk for Emerging Markets Rates while also helping and supporting the team in covering the wider Rates business.
In this role you will demonstrate a thorough understanding of the dynamics of financial markets with a focus on CEEMEA (Central Eastern Europe, Middles East, Africa) interest rates markets. You will apply your insight into these local markets together with your detailed knowledge of the underlying financial market products for the identification, analysis, control and reporting of the market risk exposures in the Investment Bank.
The Role:
- Analysis of risk profiles and relevant risk metrics to make transparent any portfolio risks (VaR and Stress testing), various position risks, portfolio and country specific stress scenarios.
- Creating transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice
- Understanding of the quantitative pricing and risk management models, their risk drivers and the impact on reported trading PL and risk measures. A particular focus will be the assessment of special local market conditions and how they affect risk dynamics and could give rise to potential portfolio tail risks.
- Responsibility for the analysis and approval of new or unusual trades innovative structures as well as new business initiatives prior to trading.
- Enhancing the risk control framework and participation in corresponding projects in order to accommodate product innovation and regulatory developments.
The Candidate:
Graduate or equivalent in a quantitative subject, MSc or PhD preferred
• A solid grounding in Financial Mathematics, comprehensive knowledge of interest rate and/or FX products and markets as well as market standard pricing models
• Prior knowledge and insight into the CEEMEA (Central Eastern Europe, Middles East, Africa) local markets and their intricacies are a plus.
• You are self-motivated and have the ability to work independently in a challenging environment, are a good communicator and pay attention to detail.
If you are interested in this position and genuinely meet the criteria above please get in touch.
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