FX & FI Derivatives, Market Risk - Director
- Location
- Greater London, England, United Kingdom
position combines deep FX and FX Options coverage – spanning vanilla and exotic spectrum – with additional oversight of the Fixed Income derivatives portfolio, including interest rate swaps, inflation derivatives, structured rates products and cross-currency transactions. Role will also act in as senior manager, ability to deputise … interest rate swaps (vanilla, basis, OIS, cross-currency), inflation swaps and linkers, swaptions and structured rates products, and the DRSE (Derivative Risk Solutions EMEA) interest rate and currency hedging portfolio. Monitor and analyse rates sensitivities across tenors, currencies and curves – including ...