FX Options Market Risk Control VP
London, England, United Kingdom
Global Investment Bank is currently searching for an experienced FX Options Market Risk Controller to join their London desk. This role has been created through an internal move and is an ideal opportunity for a market risk specialist who is looking to expand on their managerial experience.
- Production of the market risk indicators and monitoring of their associated limits
- Oversight of P&L production & analysis for the FX Options & Spot Desk
- Calculation of Month End provisions, and presentation of figures to the monthly Pricing Committee
- Participation in the specifications, implementation and tests of the used systems.
- Project work on implementation of new products
- Management of four Controllers
- Proven experience in a market risk reporting role within the Investment Banking Industry
- Strong recent working knowledge of FX Options and exotic products including pay-offs.
- Excellent process improvement and project skills
- Strong Excel Skills and experience of Murex is desirable
- Mathematical Academic background - ideally to Masters level
- Line management experience – desirable
This role involves daily interaction with the FX Options front office so it is therefore essential you have strong stakeholder management skills. The position offers realistic career progression opportunities including mobility to a front office role or a path to the Head of Market Risk Reporting in the future.