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.