Senior Product & Risk Specialist

• Set Matchbook curves/vol surfaces for FX Options risk mitigation runs
• Review submissions, check risk constraints to deliver effective results for all participants
• End to end management of FXO optimisation runs
• Test and innovate to deliver more efficient tools for FXO strike risk management
• Deliver optimisation reports for internal and external consumption
• Become expert in the Matchbook solver for system and product enhancements
• Assist with the development of broader MatchBook products and system enhancements across Rates and FX derivatives
• Work with the Sales team to deliver maximum client participation and in capacity as product expert in FXO
• Available for client engagement and technical discussions both during and between runs

This role helps clients manage financial risk through innovative electronic solutions, improving market stability and efficiency in global financial and commodities markets.

• Proven FX derivatives expertise and hands-on experience with FX options pricing and risk
• In depth knowledge of risk mitigation services for FX derivatives
• Excellent product knowledge in FX Options and associated risk and pricing
• In depth experience building pricing models for curve construction
• Fluent Excel and VBA and familiarity in curve construction workflows
• Excellent communication skills for engagement with internal stakeholders and clients
• Commercial mindset

No specific compensation, perks, or culture highlights mentioned in the job description.

TP ICAP Group is a world leading provider of market infrastructure that provides clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data through responsible and innovative solutions.