Top 4 IB – Market Risk Control – Interest Rate Derivatives recruitment
Being responsible for the exotic interest rate and FX portfolio, this role combines a highly technical market risk role with a hands on business focused element. You will interact daily with the trading desk, senior management and quantitative teams to assess, monitor and pre-empt movements within the market. Main duties will include:
VaR calculation, analysis and reporting
Monte Carlo simulation, back and stress testing
Cross over with price testing and valuation teams
Providing advice on risk figures with the trading desk
Developing risk measurement models in VBA and SQL
Candidates will need to possess relevant experience within market risk management/ reporting/ control and a comprehensive understanding of fixed income products, with a particular focus on exotics. Candidates should also possess strong VBA and SQL programming skills. Candidates coming directly from the trading desk looking to step into a market risk role would also be suitable given solid knowledge of risk methodologies. The candidate will need to be highly numerate with a polished education in a mathematical discipline with ability to interact across the business.
Please apply online or alternatively call Khalid on (+44) 207 469 8955
