Madison-Davis
EXTERNAL CLIENT ROLE
Job Summary:
- Analyze market activities impacting the bank’s portfolio from a market risk aspect
- Perform ad-hoc analysis on specific topics from data extraction and computation to impact analysis on specific perimeters
- Prepare risk management reports and present them to senior management and external regulators
- Contribute actively to the risk identification process and to the risk materiality assessment
- Monitor market risk exposures and activities of trading desks impacting the bank’s risk profile
- Help to improve measures and methodologies to assess the market risk while combining market and counterparty expertise, including stress testing and other cross risk topics
- Maintain strong relationships with different stakeholders within the risk department but also with Front Office, Finance, Operation and with the team counterparts in Europe and Asia
- Lead and contribute to the effort of improving market risk analysis and comments (understanding of the portfolios and their composition, main drivers of risk, P&L and income attribution, best way to visualize data, etc.)
- Continuous streamlining and optimization of risk reporting processes and systems using programming language (Python)
Qualifications:
- 5+ years with strong experience as market risk officer or in a similar role
- Programming experience using Python
- Previous experience in Counterparty Risk monitoring a plus
- Bachelor/Master in Finance, Statistics, Financial mathematics or similar field