Manager de Riesgos de Mercados y Derivados (Miguel Hidalgo, Ciudad de México)
Core
Manage market risk and derivatives projects, coordinating with risk teams to execute requirements and ensure correct implementation across valuation, market risk, and counterparty risk axes.
Role type
Manager of Market Risks and Derivatives
Builds
Risk management projects and analyses for financial products
Domain
Banking / Financial Markets
Deliverable
client delivery
Required skills
Market risk management, Derivatives expertise, Project management, Cross Currency Swaps (CCS), Interest Rate Swaps (IRS), Forwards, Options, Greek sensitivities, DV01, Duration, Convexity, Monte Carlo simulation, VaR, Expected Shortfall (ES), FRTB, English (C1)
Preferred skills
Python programming, Murex, Data analytics, BI tools, Pyspark
Responsibilities
Understand project scope and identify impacts on risk responsibility axes, Coordinate internally with risk teams to execute requirements, Elaborate and maintain project plans managing unforeseen events and dependencies, Participate in monitoring and execution committees, Assume responsibility for specific project actions and analyses, Interact with local and Holding teams to guarantee implementation
Seniority
Manager, hands-on leadership
