Market Risk Officer – Markets Product Control Specialist

Full Time

International Bank

Office Status: Hybrid

Day-to-Day Responsibilities:

Provide support to the traders to understand and manage their positions and risks through various reports and analysis:

  • Creation of daily and weekly dashboards in order to better monitor the trading activity
  • Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies.
  • Work efficiently with the different teams to answer the business needs and improve the desk processes
  • Continuous enhancement of P&L/Risk processes and systems using programming (VBA, Python, JavaScript) for macros and IT teams for the global industrialized tools Act as escalation point to solve complex issues regarding PnL and market risk metrics of the FIC desks:
  • Provide expertise on production and certification of Greeks 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
  • Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management
  • Provide expertise on the Profit & Loss and Income Attribution methodologies and certification process of the trading desks
  • Publish commentary about the different metric highlights to senior management

Be fully part of the regulatory projects and their implementation in the bank

  • Liaison with other departments and Paris head office to work on transversal and regulatory projects
  • Most important risk topics like FRTB, IBOR transition, will be supervised and analyzed for trading, risk managers, and top management teams.

Competencies, Skills and Qualifications:

Competencies

  • Strong interpersonal skills
  • Handle various ad-hoc requests
  • Prone to take initiatives
  • Reactive, detail-oriented, driven to work in 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 and strong desire to learn

Technical Skills

  • Knowledge of volatility instruments
  • Strong analytical and mathematical skills
  • Proficiency in Python programming Prior Work Experience
  • Prior work experience in financial services with good knowledge of Fixed Income risk and PnL metrics
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