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.
- 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.
- 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