Senior Market Risk Analyst (M/F)

Your next challenge:

  • Contribute
    to problem-solving regarding the dealing room activities (e.g. controls on
    market data, products set up and system interfaces).
  • Design
    solutions encompassing products valuation, market data and deal flows, and
    position reconciliations to monitor the dealing room activities.
  • Maintain
    and develop tools for regulatory requirements (e.g. own funds requirements
    under FRTB and EMIR regulatory Initial Margin).
  • Manage
    and optimise reporting platforms (Dataiku and Business Object) and dealing
    room systems (Kondor+ and Bloomberg).
  • On
    demand, analyse and provide solutions for daily reporting issues
    encountered by market risk analysts or dealing room officers.
  • Control
    and challenge pricing and sensitivities of financial instruments (e.g.
    derivatives or structured products).
  • Perform
    risk metrics simulations for new market trades, hedging operations, or
    business evolution purposes.
  • Strengthen
    the internal procedural framework by developing the methodological and
    operational documentation.
  • Support
    the team to implement business and IT projects.
  • 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.
     
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