Market Risk Manager

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

Jun 11, 2025 - 08:10

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