Optiver

Market Risk Manager

What you’ll do

The Market Risk Manager plays a key role in identifying, measuring and monitoring market risks for our trading activities. You will have daily contact with the traders to understand risk inherent in different trading strategies and products, and develop risk tools and metrics to quantify these risks.

Tasks
As our new Market Risk Manager you will:

• Work in close cooperation with the Team Lead Market Risk, Chief Risk Officer and the Trading Team Leads to make a complete assessment of all market risks;
• Define risk metrics, limits and procedures for variety of trading strategies;
• Identify and analyze trends within markets and develop processes and methods to assess, simulate and model their impact on current strategies;
• Be responsible for the active management of intraday risks for assigned trading desks;
• Develop new tools to enhance current risk management processes and reporting tools;
• Research risk related issues and provide recommendations to management.
• Work together with your credit and operational risk colleagues locally and globally.

What you’ll need

• Academic Degree in Econometrics, Finance or Mathematics; 
• At least 2 years experience as a risk manager in a financial firm; 
• Excellent quantitative skills; 
• Strong MS Excel/VBA and SQL skills; 
• Good understanding and knowledge of Options Theories; 
• Knowledge of risk concepts like Value at Risk, Monte Carlo simulation, Stress testing, Sensitivity analysis, etc; 
• Excellent communicative and written skills in English;
• CFA, CEFA or FRM is a plus.
   

What you'll get

A short overview of our secondary benefits: 30 days holiday, fully paid first-class commuting expenses, a premium-free pension, attractive bonus structure, training opportunities, relocation packages, discounts on health insurance, breakfast and lunch facilities, Friday afternoon drinks and even weekly in-house chair massage.

Interested?

Apply directly via the APPLY NOW button. Please provide us with a CV and letter of motivation in English. Applications without letter of motivation will not be reviewed. For more information contact Femke Huijbers on +31 (0)20 708 7000.

An assessment is part of the application procedure

Acquisition further to this advertisement is not appreciated