About this role
Job title: Market Risk Manager
About the Role The Marex Solutions Group seeks an experienced Market Risk Manager to oversee counterparty exposures and robust risk management across global Marex Solutions activities. The role partners with trading, structuring and control functions to monitor exposures and manage risk across multiple asset classes, with emphasis on OTC derivatives and structured/exotic products in Commodities, FX, Rates & Credit, Digital Assets and cross-asset products.
What You'll Do
- Risk Oversight: Monitor and manage counterparty exposures and market risk of Marex Solutions global business, with a focus on OTC derivatives and structured and exotic derivatives in Commodities, FX, Rates & Credit, Digital Assets and cross-asset products.
- Risk Analysis: Evaluate derivative structures, assess embedded risks, and ensure they are appropriately captured in risk systems and metrics.
- Risk and Limit Frameworks: Define, review, enhance risk measurements and methodologies, and enforce risk limits; challenge the adequacy of risk-taking activities relative to approved risk appetite.
- Product Coverage: Provide independent risk assessment of new products and complex structures, ensuring risks are well understood and controlled.
- Stakeholder Engagement: Partner with sales and trading teams, structuring, model validation, finance, and risk methodology teams to ensure accurate pricing, valuation, and risk representation.
- Governance & Reporting: Deliver clear and timely risk reporting to senior management, highlighting key risk drivers, trends, and emerging risks.
- Regulatory Compliance: Ensure adherence to internal policies and external regulatory requirements, including stress testing, capital requirements, and market conduct standards.
What We're Looking For
- Bachelor’s or Master’s degree in Finance, Mathematics, Engineering, or related quantitative discipline; CFA/FRM is a plus.
- Significant market risk or trading/structuring experience within a leading financial institution, with exposure to structured and exotic derivatives.
- Deep understanding of derivative pricing models and risk sensitivities across multiple asset classes (Equity, FX, Rates, Credit, Commodities and Digital assets).
- Strong knowledge of risk management frameworks, stress testing methodologies, and capital/regulatory requirements.
- Excellent analytical skills and ability to interpret complex risks into clear, actionable insights.
- Strong communication skills with the ability to challenge senior stakeholders and present risk issues concisely.
- Familiarity with risk systems and corresponding data flows.
- Programming skills highly advantageous.
Nice to Have
- Programming skills highly advantageous.
- CFA/FRM is a plus.
- Familiarity with risk systems and data flows is advantageous.
Compensation & Benefits
- Salary not disclosed in the posting.