AVP/VP Fixed Income Market Risk Officer – Trading Desk Monitoring

Full Time

Madison-Davis

EXTERNAL CLIENT ROLE

Job Summary:

Looking for an experienced Fixed Income Market Risk Officer to join the team. The traded financial instruments include bonds, ETF, Indexes and Fixed Income products such as forex, Options, Swaps, CDS, Currency Transactions and Structured Products.

Day to Day Responsibilities Include: 

  • Working closely with the trading teams to develop a deep knowledge of their business and clients;
  • Production and certification of Greeks and sensitivities to different risk factors
  • Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
  • Contribute to the backtesting of the VaR;
  • Specific analysis to explain risk exposure and/or business performance to our different partners
  • Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
  • Certification of the Profit & Loss and Income Attribution of the trading desk;
  • Publish commentary about the Daily and Monthly P&L to senior management;
  • Reconciliation of month end Economic P&L to the general ledger;
  • Liaison with other departments to work on transversal and regulatory projects;
  • Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and technology teams for the global industrialized tools;
  • Creation of daily and weekly Dashboards in order to better monitor the trading activity

Qualifications:

  • At least 3 years of experience working for a financial services company focused in asset backed products, mortgage and fixed income
  • Strong analytical and mathematical skills
  • Proficient VBA/SQL programming
  • Python programming Competencies
  • Strong interpersonal skills
  • Handle various ad-hoc requests
  • Prone to take initiatives
  • Reactive, detail-oriented, driven to work in a fast learning environment
  • Solid verbal and written communication skills
  • Ability to prioritize and work in a dynamic, deadline-focused environment
  • Self-motivated and proactive
  • Willingness & a strong desire to learn
  • Master in Financial Engineering or Finance
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