As 2nd line of defence, the Market and Liquidity Risk
Management department supervises and independently organises the assessment,
the monitoring and the reporting of the market and liquidity risks undertaken
by the Bank. In addition, the department is in charge of the management of the
dealing room systems (Kondor+ and Bloomberg).
Within this framework, the Market Data & Risk Engineering Analyst
will be responsible for the proper functioning of the dealing room systems. You
will play a transversal role in maintaining, designing and implementing
solutions for market risk reporting and dealing room activities. You will
support the team to cope with the technical environment, business evolutions
and regulatory requirements. The position therefore requires a proven technical
and software skills.
Your next challenge:
Administration of dealing room systems:
- Contribute to problem-solving regarding the
dealing room activities (e.g. controls on market data, products set up and
system interfaces). - Configure and monitor the sourcing of external
market data (FX, interest rates, indices, equity and volatilities). - Support the team regarding data management and
middle office post-trade controls on dealing room operations. - Manage access-rights for dealing room operators.
Data infrastructure and reporting solutions:
- Manage and optimise reporting platforms (Dataiku
and PowerBI) and the related data-mart. - Design end-user solutions encompassing products
valuation, market data, deal flows, and position reconciliations. - Analyse and resolve daily reporting issues
encountered by market risk analysts or dealing room officers.
Ad-hoc requests and projects:
- Support the team to implement business and IT
projects.