Twenty Financial Services are searching for a Senior FX Risk Manager to work for a global Financial Services business headquartered in London.
The mandate will cover risk analytics, market risk and liquidity risk across the firm's FX division.
- Monitor the risk limits and exposures, assessing the potential liquidity and market risk.
- Conduct stress test scenarios to analyse effectiveness of risk models and pricing methodologies
- Include new products in the risk models, recommending new scenarios where required
- Back test algorithms to analyse the robustness of models
- Review the liquidity risk framework and ensure that policies are applied across all products
- Option to lead and develop a small team
- Extensive background within market risk, liquidity risk or as a trader
- Thorough knowledge of FX products
- Quantitative background and experience with risk models, stress testing etc
- Strong stakeholder management skills