International Banking Client

Office Status: Hybrid

Salary: $81,000 – $150,000

Responsibilities:

Provide support to the traders to understand and manage their positions and risks through various reports and analysis;
Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies;
Provide a deep analysis of trading desk positions and risk exposures;
Explain P&L by its attributes tying back to risk sensitivities
Continuous enhancement of P&L/Risk processes and systems using Python
Oversight and escalation for resolution of complex issues regarding PnL and market risk metrics of the FIC desks;
Provide expertise on certification of Greeks, P&L and sensitivities to different risk factors (Delta, Gamma, Vega, Basis, Forex etc.);
Monitoring and certification of Stress-Tests and Regulatory metrics such as Value-at-Risk and Expected Shortfall;
Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management;
Provide explanation about the different metric highlights to trading and senior management;
Contribute to regulatory projects and their implementation at the bank
Provide analysis and sign off of valuation and risk metrics for new products or major projects such as IBOR transition
Work with other departments and Paris head office on transversal and regulatory projects;