Techs to Suit Inc
Position – Interest rate and FX hedging specialist
Job Location – Dhahran, Saudi Arabia
Exp 11 to 15 years
The Interest rate and FX specialist (Market risk) is responsible for analysis, monitoring, and
hedging of these market risks within the Group. Additionally, experience with commodity
risk hedging will be preferred.
The candidate will assess market risk exposures, perform quantitative and qualitative
analysis on positions and risks of the respective portfolios, and report the findings to risk
management and to key areas of the Company.
The specialist will interface with various internal departments, including compliance,
finance, operations, and the trading desk, and also with other subsidiaries and joint
ventures of the group.
Minimum Requirements:
Bachelor’s Degree in Finance, Economics, Mathematics, Engineering, or a related
field. An MBA or other advanced business degree is preferred.
Strong preference for a professional certification such as CFA, FRM, or PRM.
Minimum Requirements
10-12 years’ experience 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
Prior experience and knowledge of trading concepts, derivative instruments, ISDA
agreements, hedge accounting, and operations.
Advanced proficiency with Excel.
Ability to coach junior analysts in developing their analytical skills and reporting
capabilities
2 Job Description
Saudi Aramco: Company General Use
Duties & Responsibilities:
Candidate will be required to perform the following:
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.
Ensure that new business transactions and related risks are appropriately defined
and captured by the Company’s risk systems and risk methodologies.
Analyze risks/return related to new business and markets and liaise with the
business functions to assure constituent market risks are understood, are
appropriate to risk appetite, correctly reported and where appropriate, hedged.
Monitor positions against market risk metrics and limits and liaise with the business
functions and risk control regarding potential limit exceedance.