Market Risk Manager, VP (IR/FX)
A premier global investment bank with a leading risk culture is seeking a front officing facing Macro Risk Manager covering the Interest Rate & FX trading desks. The key hire will play a major role in the success of the PnL of the desk. The Market Risk Manager will further develop and extend relationships across front and middle office stakeholders in order to establish a coherent and balanced business risk culture.
The incoming individual is expected to bring an extensive market risk domain skill-set with a background in analytics and technical proficiency. They should have good expertise in interest rates and derivatives with strong communication skills.
- Conduct market risk analysis (VaR, PnL) and be responsible for daily verification and sign-off on risk reports
- Set market limits and run scenario analysis
- Conduct stress testing, assisting in scenario construction and analysis
- Compose risk commentary for presentation to senior management and regulators
- Mentor associates and foster a cohesive and collaborative risk culture
- 5-10 years of experience in market risk management, portfolio risk, or investment risk
- Strong grasp of interest rates and derivative products
- Graduate degree in quantitative discipline
- FRM/CFA certifications a plus
- Technical programming proficiency in VBA
- Statistical coding skills in R, Matlab are a plus
- Good communications and strong knowledge of macro markets