Market Risk Analyst – CDD (M/F)

Your next challenge:

As 2nd line of defence, the Market and Liquidity Risk Management department independently organizes the identification, measurement, monitoring, mitigation, supervision and reporting of the market and liquidity risks undertaken by the Bank. The department is notably in charge of the administration of the dealing room front office systems and the related data management processes.

Your Missions : 

  • Setting the parameters for financial instruments, access rights, counterparties, currencies, curves, and any other static data required for the operation of the various tools and the smooth running of the business.
  • Supplying market data and for all daily processes involved in valuing dealing room positions.
  • Managing the interfaces (FusionFabricConnect (FFC), gateway, etc.) between all the systems used in the dealing room.
  • Performing daily reconciliations between the different systems used in the dealing room for a full day.
  • Informing when errors are detected and requesting corrections.
  • Being the main contact for Front Office and Risk Management operators.
  • Liaising with numerous IT, Back Office, Front Office, legal and compliance teams, etc.
  • Checking deals/positions taken by operators (price consistency, nominal value of operations, cancellations, retroactive deals, position transfers, etc.).
  • Actively participating in projects (tool upgrades (Kondor and T24 upgrades, interface patches, etc.) and support for the development of dealing room activities
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