FX Risk Manager
Core
Independent oversight and management of market, liquidity, and related risks arising from the bank's Foreign Exchange trading activities.
Role type
Senior IC FX Risk Manager
Builds
Risk reporting, quantitative risk methodologies, and P&L analytical tools for the FX business
Domain
Banking / Foreign Exchange Markets
Deliverable
production ML models
Required skills
FX market expertise, quantitative risk measurement (VaR), Python/R/SQL, regulatory knowledge, leadership
Preferred skills
BI tools (Qlik, Spotfire, Sisense), experience managing risk during market stress
Technologies
Python, R, SQL, Qlik, Spotfire, Sisense
Responsibilities
Provide independent risk oversight of the FX trading desk; Establish and evolve quantitative techniques to measure market and volatility risk; Assess impact of major market events; Oversee preparation of risk reporting and analysis; Provide technical expertise for efficient daily risk oversight; Serve as senior point of contact between FX and other departments; Assess risks associated with new FX products
Seniority
Senior, hands-on IC
