Your next challenge:
As 2nd line of defence, the Market
and Liquidity Risk Management department supervises and independently organizes 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
front office tools (Kondor+ and Bloomberg) and interfaces.
and Liquidity Risk Management department supervises and independently organizes 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
front office tools (Kondor+ and Bloomberg) and interfaces.
The Senior Market Risk Analyst will join the Market Data Management and
Risk Engineering team. He will play a central role in maintaining, designing
and implementing solutions for market and counterparty risk reporting and
trading activities. He will support the team of market risk analysts to cope
with the complex technical environment, business evolutions and regulatory
requirements. The position is problem-solving and IT oriented and therefore
requires a strong understanding of financial instruments/risk management
techniques, and proven technical and software skills.
Risk Engineering team. He will play a central role in maintaining, designing
and implementing solutions for market and counterparty risk reporting and
trading activities. He will support the team of market risk analysts to cope
with the complex technical environment, business evolutions and regulatory
requirements. The position is problem-solving and IT oriented and therefore
requires a strong understanding of financial instruments/risk management
techniques, and proven technical and software skills.
Deliverables and Key Activities :
Risk reporting solutions:
- Design reports and processes encompassing market data and deal flows, positions reconciliation and products valuation to monitor the dealing room activities.
- Maintain and develop tools for regulatory requirements (e.g. EMIR regulatory Initial Margin).
- Manage and optimise reporting platforms (Dataiku and Business Object) and front office systems (Kondor+ and Bloomberg).
- On demand, analyse and provide solutions for daily reporting issues encountered by market risk analysts or dealing room officers.
Risk analysis:
- Contribute to problem-solving regarding pricing and sensitivities of financial instruments (e.g. controls on market data and cash flow, products set up and system interfaces).
- Participate to regulatory exercises pertaining to market and counterparty risks (e.g. EBA EU-wide Stress Tests).
- Strengthen the internal procedural framework by developing the methodological and operational documentation.
Ad-hoc requests and projects:
- Support the team to implement business and IT projects (e.g. Kondor+ migration).
- Contribute to transversal assessments (costs, benefits and opportunities) for new challenges in the department in collaboration with IT and external providers.
- Conduct ad-hoc analysis as required by senior management and regulatory authorities.