Team head in market risk for Interest rates and FX in emerging markets for leading investment Bank in London
- Senior Risk Manager | FX and Interest rates
- London
- Base Salary - £85,000 - £100,000 + excellent bonus additional benefits
Market risk for Interest rates and FX for leading investment Bank in London
A top investment bank in London is looking to expand its risk platform for the FX and Interest rates desk. You will be working with other members of senior management to help coordinate the development of the banks risk strategies in affecting the PnL of the firm. The manager will partner with the Front Office and other Market Risk coverage groups to develop new tools and metrics to improve the desks efficiency.
The market risk manager will have the following responsibilities:
- Assist in the development and running of the group
- Work with all areas of the business including structurers, traders and quants
- Be the first point of contact for all risk issues involving FX and Interest rates
- Risk monitoring review: Market Risk Committee contribution / Limits and indicators review / provision methodology update.
- Set up of hypothetical stress-tests (Shifts and methodology definition) with FO collaboration
- PL explanation from Greeks
- VaR production and analysis
- Limit and Provision methodology set up
- Product validation
- Development and analysis of new products
The successful candidate will have the following background and skill set:
- Numerous years working in market risk
- Extensive experience of FX and Interest rates products
- Good knowledge of Market Risk measurement management (VaR, Stress-Testing, ECap, Limit allocation, New Products Process, etc)
- Good quantitative and problem solving skills.
- A clear and effective communicator, persuasive in inter-personal communication.
- Ability to deliver practical solutions in a demanding high-pressure environment.
- Excellent academic references up to and including degree level in a quantitative discipline, higher degrees desirable.
- The job holder will be a confident pro-active self-starter, an intelligent lateral thinker and a problem solver who is good at dispute resolution.
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