Market Risk Manager FX / Rates recruitment
ResponsibilitiesInitial Margin* Ensure understanding of the detailed calculations; including the assumptions inherent within the margin algorithm.* Ensure adequacy of algorithms is tested in line with policy.Valuation * Ensure understanding of the detailed calculations; including the assumptions inherent within the curve building methodologies. * Ensure that valuation policies and procedures are reviewed against market best practice * Manage any development of algorithms to ensure that risk management practice remains within policy. Stress-testing * Maintain product specific stress-testing scenarios.Market Read more […]
VP-Market Risk Manager, FX/Rates recruitment
Main Responsibilities:-• Oversight of the trading activities and risk management process• Develop, test and implement the risk infrastructure to facilitate risk oversight; including product approval; setting limits and controls; construction of rates and curves; models and pricing functions; stress testing; Value-at-Risk methodologies; developing risk and reporting framework; regulatory and compliance requirement.• Ensuring all material market risks are identified, measured and managed;• On-going development and maintenance of risk measurement methodologies, risk limit framework and Read more […]