Market Risk VP Rates/FX
Created at: March 08, 2025 00:03
Company: Selby Jennings
Location: New York, NY, 10001
Job Description:
A top international investment bank is VP / Director level market risk managers covering their rates trading business. The bank has been growing out their trading arm and this role will be desk-facing covering Rates, FX, and XVA. The Role: Manage market risk working with the trade desk, focusing on Rates, FX, and XVA Explain daily changes in VaR, SVaR, FRTB, and risk sensitivities for trading and banking Cover stress testing, limit usage time-series analysis, XVA analysis Qualifications: 7 year…