Product Manager -Derivatives Risk Solutions Vendor Product Manager -Derivatives Risk Solutions Vendor …

Analytic Recruiting Inc.
in San Francisco, CA, United States
Permanent, Full time
Last application, 20 Jun 21
Competitive
Analytic Recruiting Inc.
in San Francisco, CA, United States
Permanent, Full time
Last application, 20 Jun 21
Competitive
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
A financial firm is seeking an experienced Rates and FX Derivatives Risk Solutions Product Manager to join the firm's derivatives market risk product development team. The roles requires in-depth interaction with a technology team building a software platform and hands-on derivatives market risk knowledge as it relates to how a swaps dealer would manage their risk positions.

Responsibilities:

  • Provide market risk expertise to the firm's OTC Derivatives Quantitative Modelers
  • Act as a subject matter expert to help drive the development of the firm's Rates, FX, and commodity risk management models
  • Develop derivative market risk exposure reports and hedge reports-VaR/Potential Future Exposure/Enterprise Risk
  • Be the subject matter expert on how to calculate market risk, how to hedge that risk, and how to quantify exposure to changes in interest rates, volatility, and the yield curve
  • Work with quantitative research and financial engineers on integrating 3rd party analytic packages (ie. Numerix, Fincad) into the firm’s front, middle, and back-office risk systems
  • Provide valuable user insights into the functionality of the market risk models

 

Requirements:

  • Relevant experience as a market risk manager for OTC derivatives (Rates, FX, and commodities)
  • Proven experience working with quantitative research and technology on market risk management product development
  • Deep understanding of OTC Derivatives including Options, Swaps and/or Structured Notes
  • Must have hands-on experience with complex OTC valuation, risk, and hedging models and to know if the model’s results are accurate
  • Must have a deep understanding of how derivatives models work and are current on market conventions for trading, pricing, and hedging OTC Rates, FX, and Commodity products including Options (Vanilla and Exotic)
  • Must have superior communication skills and the ability to communicate trading conventions to technologists and developers
  • Must have demonstrated understanding of OTC derivatives analytics and VaR/Potential Future Exposure/Enterprise risk calculations

 

This is for a candidate who has front office derivatives and swaps market risk experience and who wants to provide insights and guidance to the enhancement and development of OTC derivatives market risk management systems.

#marketrisk, #derivatives, #software, #exposurereports

 

Keywords: Market Risk Manager, Exposure Reports, Hedging Reports, OTC Derivatives, Rates, Commodity, FX, Software Development, Product Management, Financial Engineer, Valuation Models, Risk Models, Hedging Models

 

Please send resume to Jim Geiger jeg@analyticrecruiting.com

 

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