VP, Fixed Income Market Risk & Product Control

Full Time

International Banking Client

Office Status: Hybrid


  • 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;
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