Are you an expert in FX risk management, risk analysis, and hedging methodologies with a deep understanding of treasury functions and balance sheet management? We're looking for an FX Market Risk Analyst to join our team and support a critical data-driven initiative within a global framework.
What You'll Do:
In this role, you will join a team that has oversight over treasury risk, banking book risk, and non-trading market risk. You will partner with the treasury organization to assess and remediate firm-wide governance and framework issues related to non-structural FX Risk in the Banking Book. Your expertise will guide the development of methodologies for risk identification, risk appetite setting, and establishing comprehensive controls. You will collaborate across Finance, Treasury, Risk, Technology, Compliance, and Business teams to:
Analyze balance sheet exposures, particularly for non-dollar international entities, identifying deposits, liabilities, and assets.
Develop and refine risk methodologies and analytics, including model review and execution.
Provide insights into the operations of global entities across 60+ countries.
Build governance structures, frameworks, and processes for FX Risk Management.
Drive efficient project management, including issue tracking and resolution.
What You Bring:
Expertise in FX risk management and hedging strategies.
Deep knowledge of treasury functions and balance sheet analysis.
Strong background in international entities, including non-dollar assets and liabilities.
Proven data analysis skills (Excel proficiency is a must; Python/SQL/Access a plus).
Familiarity with regulatory requirements like FRTB.
Experience with model methodology development and execution.
About Us:
Our client's Non-Trading Market Risk (NTMR) Management group, part of the Finance CRO organization, is dedicated to identifying, measuring, and monitoring non-trading market risks, including FX and Interest Rate Risk in the Banking Book. With operations in 60+ countries, our client operates at the intersection of global finance and cutting-edge risk management.
If you're passionate about FX risk, thrive on data-driven problem-solving, and excel in a global environment, we want to hear from you!
RGP is proud to be an Equal Opportunity Employer and committed to creating an inclusive environment for all employees. We do not discriminate on the basis of race, color, religion, national origin, gender, pregnancy, sexual orientation, gender identity, age, physical or mental disability, genetic information, veteran status, or any other legally protected trait and encourage all applicants to apply.
If you are applying for a position in San Francisco, Los Angeles, or Los Angeles County, please visit the RGP Notice on Fair Chance Ordinances page. (https://rgp.com/fair-chance-ordinances/)