A top international Investment Bank, and an Investment Management firm is actively looking to hire a Market Risk Manager for FX/Rates.
This is a role that reports to Head of Market Risk Americas This group is very multifaceted and covers Rates, Credit, Equity, Securities Financing, FX & Commodities Risk Management. The primary use of this position to identify, analyze, and monitor the portfolio's market risks exposures and working alongside the business, as the 2nd line of defense.
Responsibilities
- Analyze, understand, and comment on the variations of the different risk indicators on a daily basis
- Ensure that all risks are well captured by the risk systems and models and understand key risks and stress scenarios.
- Review the appropriateness of limits framework and related controls
- Lead or participate all projects related to Structured Credit and Real Estate Capital Market, ensuring timely implementation and global coordination.
- Lead initiatives to enhance P&L/Risk processes and systems using VBA, Python, Power BI etc.
- Maintain constant communication with the Front-Office and Market Risk Management both in NY and in Head Office.
Qualifications
- 6+ years working experience in the financial industry
- Strong knowledge of risks associated with credit trading as well as advances knowledge in at least one other asset class (Equity, FX, Rates, Commodities, etc.).
- Proficiency in programming (VBA/C sharp/SQL/Python) - Familiarity with risk analysis tools and methods such as Stress testing and VaR
- Strong analytic and problem-solving skills. - Must be able to work both independently and collaboratively in group on ad-hoc projects and meet deadlines.
- Ability to take on a leadership role
