VP, Market Risk (Derivatives)

• Oversee market risk management for a comprehensive global derivatives portfolio
• Collaborate with trading teams on intricate exposures spanning global markets

About Our Client

Our client is a prominent global entity with an extensive international footprint and a sophisticated trading and financial markets infrastructure. The organization operates across various markets, catering to a diverse clientele through a blend of commercial acumen, financial solutions, and risk management expertise. With a solid global presence and a team of highly skilled professionals in key financial hubs, the company is committed to enhancing its risk management capabilities to accommodate the growth and complexity of its trading operations.

Job Description

• Evaluate market risk across a worldwide portfolio of derivative and structured hedging positions, analyzing how fluctuations in market conditions may influence exposures and overall portfolio dynamics.
• Assess new transactions and client engagements upon initiation, encompassing a thorough understanding of client financials, proposed structures, and the potential risks involved.
• Examine portfolio exposures utilizing essential market risk metrics such as VaR, Greeks, sensitivities, stress testing, and scenario analysis.
• Engage closely with trading and commercial teams to scrutinize exposures, pinpoint emerging risks, and facilitate appropriate risk mitigation strategies.
• Investigate risk incidents, limit breaches, and unfavorable market trends, delivering prompt analysis and recommendations to senior management.

The Successful Applicant

• A minimum of 10 years of pertinent experience in market risk, traded risk, derivatives risk, trading, or a closely related area within financial markets.
• In-depth knowledge of derivative products, including options, swaps, forwards, and various structured financial instruments.
• Proficient understanding of fundamental market risk principles and metrics, including VaR, Greeks, sensitivities, stress testing, and scenario analysis.
• Experience in one or more asset classes such as commodities, foreign exchange, or interest rates, along with a solid understanding of counterparty and credit risk.
• Exceptional analytical and commercial judgment, with the ability to work collaboratively with traders, commercial teams, and senior stakeholders within a dynamic global environment.

What's on Offer

This role presents an exciting opportunity to join a sophisticated global trading platform in a senior risk management position, offering exposure to complex derivative products and international markets. The position allows for extensive interaction with trading and commercial teams and the chance to significantly influence risk decisions throughout the entire lifecycle of client and trading exposures.

Contact

Devan Nanthacumar (Lic No:R1871442 / EA no:18S9099)

Quote job ref

JN-092026-7104031

Phone number

+65 6416 9879

Michael Page International Pte Ltd | Registration No. 199804751N