Senior Financial Risk Manager for Credit and Market Division

Há 4 dias


Recife, Pernambuco, Brasil Lhr Américas Tempo inteiro
Job Overview

LHR Americas is seeking an experienced Senior Financial Risk Manager to join the Credit and Market Division of the Financial Risk Management Department. The successful candidate will be responsible for analyzing, monitoring, and hedging market risks within the group.

Key Responsibilities
  • Analyze and quantify interest rate, FX, and commodity risk exposure of the group and propose hedging strategies to mitigate such risks.
  • Understand and report on market risk dynamics of the specific portfolio, key drivers impacting prices, volatility, and values, and their prospective impact on the risks and earnings of the portfolio.
  • Ensure that volatilities, market prices, forward curves, correlations, and other key valuation components are accurately and consistently defined and updated.
  • Assist in the setup, configuration, and implementation of hedging of market risks and related risk analytic systems.
Requirements
  • Bachelor's Degree in Finance, Economics, Mathematics, Engineering, or a related field.
  • +10 years of experience in financial markets risk management in a corporate or bank environment.
  • Experience with the development, implementation, application, and oversight of financial markets risk models, hedging alternatives, pricing, and hedge execution strategies.
  • Experience and knowledge of trading concepts, derivative instruments, ISDA agreements, hedge accounting, and operations.
  • Proficiency with Excel.
  • Ability to coach junior analysts in developing their analytical skills and reporting capabilities.
Benefits
  • Monthly Base Salary: $120,000 - $150,000 per annum.
  • 25% Monthly Overbase.
  • 20% Benefits Supplement after 3 years of service, increasing to 25%, 30%, and 35% after 6 and 12 years respectively.
  • Severance Package (2-year vest period): 2 weeks' pay for each year of service up to 5 years, and 4 weeks' pay for each year after 6 years.
  • Employment Tax Exemption.
  • Employee Share Purchase Plan (ESPP) after 12 months of service.
  • Incentive Plan based on performance.
  • Travel Allowance: approximately $8,200 per household member over 11 years old residing in Saudi Arabia, and $6,000 per household member under 11 years old.
  • Vacation & Paid Holidays: 38 vacation days, 4 travel days, and 11-13 paid holidays.
  • Medical/Dental Plan: complimentary in-Kingdom Johns Hopkins medical care/facilities for employee and eligible family members.
  • Educational Assistance Plan: out-of-kingdom assistance and in-kingdom assistance.
  • Settling in Allowance: one-time payment of 100% of monthly base salary for family status, and 60% of monthly base salary for single/bachelor status.


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