Market Risk VP Rates/FX
Market Risk VP Rates/FX
A top international investment bank is VP / Director level market risk managers covering their rates trading business. The bank has been growing out their trading arm and this role will be desk-facing covering Rates, FX, and XVA.
The Role:
- Manage market risk working with the trade desk, focusing on Rates, FX, and XVA
- Explain daily changes in VaR, SVaR, FRTB, and risk sensitivities for trading and banking
- Cover stress testing, limit usage
- time-series analysis, XVA analysis
Qualifications:
- 7 years (minimum) desk facing market risk experience covering Rates and FX derivatives
- XVA experience preferred
- Rates Coverage must be linear and non linear
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