Market Risk Manager

Job Summary

A company is looking for a Market Risk Manager (FX).

Key Responsibilities

• Provide independent risk management of non-trading market risks, including Interest Rate & FX Risk in the Banking Book
• Support remediation of firm-wide issues on governance and framework of non-structural FX Risk
• Define methodologies for risk identification and establish risk appetite/limits

Required Qualifications

• Thorough understanding of FX risk management and hedging methodologies
• In-depth knowledge of treasury functions and balance sheet management
• Knowledge of FRTB regulatory requirements for FX risk capitalization
• Expertise in data analyses, particularly with Excel
• Relevant experience in model methodologies