Key objectives of the job
As 2nd line of defence, the Market and Liquidity Risk Management department supervises and independently organises the assessment, monitoring and reporting of the market and liquidity risks undertaken by the Bank.
Within this organisation, the Market Data Management team is responsible for market data management in Kondor+, daily controls on the dealing room activities, access-rights management for traders, and the development of market risk reports using various technologies (SQL, Python, Business Intelligence tools).
As part of the modernisation of the department’s reporting capabilities, the Market Risk Intern will support the team in reviewing, analysing and migrating existing reports to more modern and centralised environments.
Deliverables and key activities
· Analyse existing Market Risk control reports and understand the underlying financial and data‑quality checks.
· Identify data sources, business logic, and dependencies related to each report.
· Rebuild or adapt reports using modern BI and data processing tools such as PowerBI, Dataiku, SQL and Python.
· Contribute to the optimisation, simplification and documentation of the reporting framework.
· Interact with internal stakeholders when needed to clarify requirements and ensure consistency of controls.