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Macro/FX Market Risk VP - Investment Bank - London

Job Title: Macro/FX Market Risk VP - Investment Bank - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £80000 - £100000 per annum
REF: BBBH20484_1553073746
Contact Name: George Marks
Job Published: 29 days ago

Job Description

Twenty Financial Services are currently searching for a VP level Market Risk Manager to focus on the Macro markets for a Tier 1 Bank based in London.

The main responsibility will be to work on market risk for the FX and Rates trading desks providing challenge to the front office as required and marking them aware of the risks they are facing.

Responsibilities:

  • Set limits and manage risk appetite within the FX and Rates businesses
  • Provide metrics & analysis to monitor the trading risks
  • Run stress tests for various scenarios to protect against market changes and understand where there are vulnerabilities in the trading book
  • Engage with senior stakeholders and trading heads
  • Assist with the development of junior team members

Skills required:

  • Market risk experience on a macro or FX desk. Rates experience also desirable but not essential.
  • Excellent stakeholder management skills with a proven ability of working with desk heads
  • Understanding of wider markets and how to create scenarios or new metrics
  • Strong quantitative background through education and work experience with an understanding of how technology and analytics can benefit a market risk division