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SVP – Director-FX and Interest rates-Paris-Base Salary-90,000–120,000 Euros + excellent bonus & additional benefits
A top investment bank in Paris is looking to expand its risk platform for the FX and Interest rates desk.
You will be working with other members of senior management to help coordinate the development of the banks risk strategies in affecting the PnL of the firm.
The market risk manager will have the following responsibilities:
-Assist in the development and running of the group,
-Work with all areas of the business including structurers, traders and quants,
-Be the first point of contact for all risk issues involving FX and Interest rates,
-Risk monitoring review: Market Risk Committee contribution/Limits and indicators review/provision methodology update,
-Set up of hypothetical stress-tests (Shifts and methodology definition) with FO collaboration,
-P&L explanation from Greeks,
-Analysis and reporting of Equity/Index derivatives and FX books risks (Greeks, limits),
-VaR production and analysis,
-Limit and Provision methodology set up,
-Product validation,
-Development and analysis of new products.
The successful candidate will have the following background and skill set:
-Numerous years working in market risk,
-Extensive experience of FX and Interest rates products,
-Good knowledge of Market Risk measurement & management (VaR, Stress-Testing, ECap, Limit allocation, New Products Process, etc),
-Good quantitative and problem solving skills,
-A clear and effective communicator, persuasive in inter-personal communication,
-Ability to deliver practical solutions in a demanding high-pressure environment,
-Excellent academic references up to and including degree level in a quantitative discipline, higher degrees desirable,
-The job holder will be a confident pro-active self-starter, an intelligent lateral thinker and a problem solver who is good at dispute resolution.
If you fit the above background and skill set please send an updated word document resume by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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