Market Risk Specialist

Infastage

Job content

Produce the Value-at-Risk numbers Bank-wide and analyse the results

Produce the Market Risk reports for the various Structured Product desks; follow up with Trading on limit breaches and changes in limit usages

Deputise the production of the P&L of the Structured Products Trading book and the explanation of the largest impacts

Deputise the cash and position reconciliation between the Trading System and the Back Office systems

Contribute to the monthly price testing process by sourcing independent data and re-pricing the trading book

Contribute to the new products/trade approval process by assessing the valuation and the risk of new products

Help on the monthly reconciliations with different Finance teams

Requirements

MSc, MAS in Economics, Engineering, Applied Mathematics, Computer Science, Finance or equivalent

Previous Experience in Financial institutions within Market Risk, Trading, Valuation Control or Product Control departments

Proficiency in English is a must (both spoken and written); fluency in German is a plus

Programming skills; working experience with VBA and Python is a plus

Ability to work autonomously and independently

Strong communication skills

Ability to deliver quickly and to work under pressure

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