Market Risk Manager
On-siteSydney, New South Wales, Australia
Job Summary
Roll out market risk limits and policies, ensuring consistent application across all trading activities. Build trusted relationships with trading teams to understand strategies and provide independent challenge on market risks. Collaborate on designing stress tests and scenario analysis for Derivatives and Delta1 strategies. Run daily monitoring and reporting processes to stakeholders accurately and on time. Prepare regular and ad-hoc market risk reports and analysis for trading and management. Support new product and strategy approval by identifying risks and challenging trading ideas. Build and improve dashboards, reporting, and monitoring tools to strengthen risk visibility. Maintain relationships with clearing and exchange counterparts to ensure regulatory compliance. Requires around 5 years of experience in front office risk management, proficiency in Python and AI tools, and a Bachelor's or Master's degree in Finance, Mathematics, or Statistics. Full-time role in the APAC region with competitive compensation and benefits.
Required Qualifications
- Bachelor's or Master's Degree in Finance, Mathematics, Statistics, Econometrics, Engineering, or a similar field
- Around 5 years of work experience in a front office risk management role at a proprietary trading firm, hedge fund, or similar
- Strong quantitative and analytical skills, with the ability to interpret large datasets, investigate trading behaviour and develop data-driven risk insights
- Good understanding of options theory, derivatives, and financial products, including the key market risk characteristics and practical application of option structures, pricing and risk concepts
- Demonstrated market risk experience across one or more asset classes, including listed equities, commodities, foreign exchange, and fixed income with the ability to quickly develop expertise in new products
- Experience with Asian equity markets
- Proficiency in Python programming
- knowledge of AI tools
Desired Qualifications
- Professional certifications (e.g., FRM, CFA)
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.