VP - Rates & FX Market Risk Manager
A leading Investment Bank is looking to grow their Macro Market Risk team and are currently looking to bring on a VP level Market Risk Manager, with a background in Rates & FX Market Risk to join the team.
Over the last couple of years, this bank has been steadily increased their offerings to clients within the Macro space. As such, the bank is now looking to expand their Market Risk function as the business continues to grow. This is a high visibility role, part of a lean team, and this individual will help cover all US Rates/FX Trading desks within the US.
Ideal candidates will have 5+ years of experience in a Market Risk/Risk Management role within Rates/Macro, with preference for candidates who have a strong understanding of Linear/Non-Linear Rates products.
Responsibilities:
- Oversee Market Risk associated with the Firm's trading strategies covering Rates Trading within the US
- Engage with front office and traders to discuss market developments, changes in VaR, risk, and set risk limits
- Quantify Market Risk through varying risk metrics such as VaR
- Design and Develop Stress Testing scenarios
- Develop Key Risk Reports to be used throughout the business
- Keep key relationships with senior stakeholders throughout the business
Qualifications:
- 5+ Years of Risk Management Experience within Rates Trading
- Strong understanding of traded rates products like Vanilla/Exotic Rates, Linear/Non-linear options, Swaps, Swaptions, etc.
- Familiarity with various market risk metrics (VaR, Stressed VaR, etc.)
- Excellent communication skills and ability to work closely with traders
- Prior experience using Python & SQL
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