An International Investment Bank is looking to hire an AVP-level Market Risk Manager to cover their Interest Rates Derivatives and FX desks for the NY office!
The firm is looking for an experienced market risk manager to join their MRM group and cover market risk limits and appetite for the Interest Rates Derivatives and FX trading desks, including VaR, stress testing, and sensitivity limits. The hire will be responsible for monitoring daily risk, analyzing and assessing trades at both a micro and macro level, working closely with the traders and front office, and providing market risk updates for management.
The firm is ideally looking for candidates with 3-5 years of market risk experience, extensive product knowledge of interest rates derivatives and risk metrics, strong quantitative skills, and excellent communication skills.
- Covering the interest rate derivatives and FX trading desks, as well as supporting credit trading
- Monitoring and signing off on daily risk output
- Analyzing and assessing trading positions at both a micro and macro level
- Ensuring limits and risk frameworks are in place in regards to the alignment with the firm's risk appetite
- 3-5 years of experience in market risk
- Strong product knowledge of interest rates derivatives
- Extensive knowledge of risk metrics
- Strong quantitative and communication skills