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Reports to: Head of RFX Market Risk , Asia Direct Reports: RFX Team Scope: • Risk management of the FX Exotics Option trading business during the Asian trading hours • Be the key market risk contact with the Front Office FX Exotics trading desk. • In-depth understanding of risk exposure and providing value added risk analysis on FX Exotics Option vanilla and exotic products • Analysis of requests for market risk limit changes & granting of temporary limit increases within delegated authorities • Analyze specific trade proposals and make appropriate recommendations • Development of market risk methodologies and reporting in support of a rapidly expanding business • Develop and maintain strong working relationships with the businesses, the global market risk teams, and other support functions • Understand complex FX risk structure and hybrids product risk. KNOWLEDGE SKILLS AND EXPERIENCE: Technical: graduate level qualification in a numerate, quantitative discipline e.g. science, engineering, statistics. Inter-personal: confident to deal with front office traders, a team player and able to deliver high standard work tasks in a required timeline. • At least 3 year line experience from market risk, structuring or trading from an investment bank. • Must have ability to understand the nature of market risks associated with each market and make risk assessments sometimes based on imperfect information • In-depth knowledge of quantitative as well as qualitative aspects of the FXO exotics market. • Expert knowledge of FXO exotics products and respective risk management methodology.
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