Senior Interest Rate Specialist
Posted on :
29-07-2024
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1 Vacancy
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Job Description
- Analyze and quantify interest rate, foreign exchange (FX), and commodity risk exposure of the group and propose hedging strategies to mitigate such risks.
- Understand and report on market risk dynamics of the specific portfolio, including key drivers impacting prices, volatility, and values, and their prospective impact on risks and earnings.
- Ensure accuracy and consistency in defining and updating volatilities, market prices, forward curves, correlations, and other key valuation components.
- Assist in setting up, configuring, and implementing hedging of market risks and related risk analytic systems.
- Ensure that new business transactions and related risks are appropriately defined and captured by the Company's risk systems and methodologies.
- Analyze risks/return related to new business and markets, liaising with business functions to ensure constituent market risks are understood, appropriate to risk appetite, correctly reported, and, if necessary, hedged.
- Monitor positions against market risk metrics and limits, collaborating with business functions and risk control regarding potential limit exceedance.
- Conduct stress testing on various portfolios to identify and mitigate unwanted exposure.
- Review policies and procedures, aligning risk policies across the Group.
Employment Type
Full-time
Department / Functional Area
Key Skills
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