VP Market Risk Manager recruitment

Candidates must have a solid understanding of FX Options, and experience with equity derivatives, fixed income, commodity trading is preferable.  Day to day responsibilities include understanding Market risk movements based on the analysis of VaR, sensitivity and stress test reporting, as well as the drives of PL based on relevant Market Risk factors.  The successful candidate will also be responsible for the development of risk measures and models for new products, strategies, and desk initiatives.