A leading Investment Bank and Head of FX Market Risk is looking to add a VP level candidate to their team to cover their FX and FX Options trading business.
This individual will be responsible for working with traders to asses risk usage and limit usage for the firm's FX business and communicate risk metrics such as VaR. This hire will join a relatively lean team and have exposure to senior management and business decision makers from day one, joining a firm known for positive culture and growth opportunities.
The ideal hire will have 2+ years of experience in a Market Risk role, with priority given to candidates with experience in FX Risk Management.
Responsibilities:
- Provide Market Risk oversight for the firm's FX Trading business
- Work with Traders to explain Risk Metrics, Risk Usage, and Limits relating to their daily trading activity
- Work with externa regulators to help the firm meet the expectations in line with FRTB and CCAR
- Work with Traders, Market Risk Analytics, and FO Quant team to provide best in class Market Risk practices for FX Trading Business
Qualifications:
- 2+ Years in Market Risk covering FX and FX Options
- Deep understanding of FX Portfolio Risk Analysis and Risk Metrics such as VaR
- Excellent communication skills and ability to work with Senior Management and FO Personnel