Market Risk Reporting Senior Analyst
Miejsce pracy: Warszawa
Recruitment for
Were recruiting for a global company from banking sector.
Your responsibilities
- Prepare and distribute risk content on various cadences, monitoring for significant moves / trends and working with the 1st and 2nd line to ensure accurate representation of the firm’s interest rate & FX market risk
- Perform analysis on the Rates & FX portfolios by reviewing standard risk measurement techniques such as VaR/ESF, Factor sensitivities, issuer risk monitoring and stress testing
- Work closely with risk managers to identify trends and emerging risks for the portfolio
- Active participant in Risks transformation book of work to improve controls, clean up the limits & trigger portfolio and enhance self-service dashboards
- Support all additional regulatory and internal reporting requirements
- Ensure a strong control environment is in place for all production deliverables through the execution of controls on the underlying dataset, leveraging automation wherever not already available
- Identification and management of data quality issues ensuring the appropriate representation in the data quality inventory and oversight of the issue, in collaboration with 1st and 2nd line teams and technology
- Assist in the development and automation of risk reporting processes using the banks reporting toolset Tableau and Python
Employer requirements
- 5+ years experience working in Risk or Finance within a large bank
- Good knowledge of relevant market risk metrics and financial products in the interest rate & FX asset classes
- Ability to work autonomously or as part of a team on project deliverables
- Excellent analytical, problem solving, and troubleshooting skills
- Experience using Tableau
- Very good command of spoken and written English (at least at B2 level)
Optional
- Python coding skills
- A good understanding of data manipulation techniques using industry standard data pipeline tools
- BS or BA in a related science discipline with a masters or relevant financial qualification (FRM/CFA)
Adecco Poland Sp. z o.o.
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