Risk Specialist, osttra

• Strong understanding of FX derivatives
• Proven ability to differentiate and action on discrepancies between model and market pricing
• Ability to interpret and apply diverse client risk appetites
• Advanced proficiency in Excel, including the use of add-ins and potentially VBA
• Excellent analytical and problem-solving skills
• Strong communication and interpersonal skills
• Ability to build and maintain strong relationships with internal and external stakeholders
• Experience managing client issues relating to cost
• Understanding of OSTTRA platforms, and their application to risk management
• Relevant degree in Finance, Mathematics, Economics, or a related field
• Detail-oriented and highly organized
• Ability to work independently and as part of a team
• Proactive and results driven
• Strong ethical standards
• Ability to work well under pressure

Desirable

• The Risk Specialist will play a crucial role in managing and mitigating risk associated with FX derivatives with a specific focus on supporting OSTTRA's optimization and Reset services
• This individual will be responsible for bridging the gap between model and market pricing, managing micro portfolios, and ensuring alignment with diverse client risk appetites
• They will leverage advanced Excel skills, build strong relationships with Sales, and effectively resolve client cost-related issues, all while contributing to the efficient utilization of OSTTRA's platforms for risk optimization
• Support OSTTRA's Reset service to mitigate risk in derivative portfolios
• Apply knowledge of OSTTRA's optimization tools to enhance portfolio efficiency and reduce risk exposure
• Monitor and analyze the impact of OSTTRA's services on portfolio risk metrics
• Analyze and reconcile discrepancies between model and market pricing
• Maintain and manage complex pricing models leveraging proprietary tools and Excel, utilizing add-ins and VBA as required
• Ensure accurate and timely curve vol-surface generation
• Portfolio Management:
• Execute micro portfolio management strategies, optimizing risk-return profiles
• Monitor portfolio performance and identify potential risk exposures
• Contribute to the development and implementation of portfolio risk management frameworks
• Interpret and apply diverse client risk appetites to portfolio management and pricing decisions
• Proactively manage client issues related to pricing, valuation, and cost discrepancies
• Communicate effectively with clients regarding risk-related matters
• Build and maintain strong relationships with the Sales team, providing risk-related support and expertise
• Collaborate with Sales to understand client needs and develop tailored risk management solutions
• Provide timely and accurate risk assessments for new and existing client transactions
• Stay abreast of market developments and regulatory changes impacting derivative markets
• Provide expertise on derivative pricing, valuation, and risk management to internal stakeholders
• Provide clear and concise communication to clients during issue resolution