Company Overview

The organisation operates across foreign exchange markets and technology-enabled financial services, with a focus on trading infrastructure, liquidity oversight, and financial risk controls. Its risk management activities support the identification of material currency exposures and the effective coordination of risk controls across trading and operational functions.

Role Summary

The FX Market Risk Manager — Liquidity and Exposure Control will focus on the relationship between currency market movements, liquidity conditions, and trading exposure. The role combines market risk analysis with oversight of position concentrations, liquidity-sensitive scenarios, and exposure limits. The successful candidate will help identify vulnerabilities that could affect trading operations during periods of market stress and recommend appropriate mitigation measures.

Key Responsibilities

• Monitor currency exposures, open positions, concentration risks, and liquidity-sensitive market indicators.

• Assess how market volatility, widening spreads, and reduced liquidity may affect trading portfolios and execution outcomes.

• Develop stress scenarios for significant currency movements, liquidity disruptions, and sudden changes in market correlations.

• Review counterparty and trading exposure data in collaboration with treasury and relevant risk teams.

• Maintain effective escalation procedures for limit breaches, unusual trading activity, and emerging market threats.

• Evaluate exposure reports and investigate inconsistencies between trading, position, and risk management systems.

• Produce risk summaries covering market conditions, exposure concentrations, liquidity concerns, and recommended actions.

• Work with operations and technology teams to improve data integrity, control automation, and risk monitoring processes.

• Contribute to periodic reviews of risk policies, contingency arrangements, and market stress response procedures.

Requirements and Qualifications

• Bachelor’s degree in Finance, Economics, Accounting, Mathematics, or a related field.

• At least five years of experience in FX market risk, liquidity risk, treasury risk, or financial markets control.

• Knowledge of currency trading, market liquidity, exposure measurement, and foreign exchange settlement considerations.

• Experience with stress testing, scenario analysis, trading limits, and risk reporting.

• Strong Excel skills and familiarity with SQL, Python, or risk monitoring systems.

• Ability to analyse complex financial data and identify emerging market vulnerabilities.

• Excellent attention to detail, organisational skills, and professional communication.

• Understanding of European financial services regulation and risk governance is desirable.

Benefits

• Fully remote work arrangement within Estonia, subject to employment eligibility.

• Opportunity to develop expertise across FX market risk and liquidity exposure management.

• Collaboration with finance, treasury, trading, and technology teams.

• Ongoing professional learning and exposure to evolving financial market practices.

• Competitive compensation based on qualifications and relevant experience.

Application Instructions

Applicants should provide an up-to-date CV outlining their experience in FX exposure monitoring, liquidity-sensitive risk analysis, stress testing, and risk controls. Relevant examples of improved risk reporting or exposure management processes may be included. Candidates should follow the application procedure provided by the recruiting organisation.

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