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.