Director, Market Risk - FX Options and Rates Derivatives

Robert Walters is working exclusively with a leading international banking organisation to appoint a Director within its EMEA Market Risk function. Director, Market Risk - FX Options and Rates Derivatives London Permanent Competitive salary and bonus Robert Walters is working exclusively with a leading international banking organisation to appoint a Director within its EMEA Market Risk function. This is a senior, highly technical second-line Market Risk appointment with responsibility for independent oversight of an FX Options franchise-including vanilla and exotic products-alongside material coverage of fixed-income and interest-rate derivatives. The role Provide end-to-end independent Market Risk oversight across FX, FX Options and fixed-income derivatives trading portfolios. Cover spot FX, forwards, vanilla options and exotic structures, including barriers, digitals, Asians, lookbacks, quantos and volatility-linked products. Oversee rates and fixed-income derivatives risk, including interest-rate swaps, OIS and basis swaps, cross-currency swaps, inflation products, swaptions and structured rates transactions. Design and lead bespoke stress-testing and reverse-stress-testing analysis across FX and rates derivatives, including cross-asset scenarios, volatility shocks, yield-curve movements, liquidity events and correlation breakdowns. Support FRTB analysis, including Internal Models Approach, Standardised Approach for Trading Book, Expected Shortfall and ..... full job details .....