Market Risk Vice President (FX/Rates)

Gresham Hunt are recruiting on behalf of a large Global Investment Bank to assist them in their search for a Market Risk Vice President to join their Americas Head Office in New York City.

The Market Risk risk team performs risk analysis/analytics and risk monitoring across a range of asset classes traded by the Trading Desk. This role will require an experienced professional familiar with market risk analysis for Foreign Exchange/Interest Rates/Derivatives.

This is a senior role in the team and will have close contact with the trading desks & management responsibilities.

Requirements:

• Bachelors/Master's degree in quantitative field such as finance, mathematics, engineering, physics, computer science, or statistics
• 5-8 years experience in Market Risk Experience ideally from a global bank/financial services firm.
• Solid understanding of market risk metrics/limits (including VAR, greeks, stress and sensitivity limits)
• Knowledge of multiple Asset classes such as FX, Rates, XVA etc.
• Management experience is advantageous.
• Good technical expertise & knowledge of valuation adjustments.
• Right to Work in US