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We are looking for a Market Risk Analyst to join the team to Assist the Head of FX and FX Options Risk Manager in the monitoring of the market activity, the review of positions taken by the desk and communication to Senior Management.
Job Responsibility:
Active participation in the definition of the risk framework and the annual review of limits
Validation of risk indicators, preparation of risk reports, control of limits respect and notification of overruns
Analysis of positions, risk indicators and results on a daily / weekly / monthly basis (depending on the indicators)
Participation in the approval process for atypical transactions (one-off)
Participation in the constant improvement of the risk monitoring set up
Participation in the process of reserves computation and valuation adjustment
Actively monitoring the market context and the risks that may result from it
Maintaining direct and regular contact with traders, in order to establish an in-depth knowledge of the activity and the risks
Participating in the improvement of risk management and monitoring tools
Regularly ensuring the relevance of market data used for risk measurement
Active participation in regulatory tasks, in particular FRTB, Benchmark, etc
Participation in the cross-functional work of the team (dashboards, Market Risk Committees, specific requests, whether internal or external, etc.)
Participation in perimeter migrations in the new MASAI Eco-system
Participation in internal and external audits as well as the implementation of recommendations
Requirements:
Bachelor Degree / BSc Degree or equivalent
Degree in a discipline related or relevant to Risk Management within an Investment Bank, e.g. Engineering, Economics, Finance, Business Administration
Ability to: analyse a problem and propose solutions
explain a complex topic in very simple terms
communicate clearly and concisely
work independently and provide regular progress update