Analyst - Product Control - BFSI

Job Description:

- Financial engineering/Financial mathematics, derivatives

- Indepth understanding of greeks - first / second / third derivatives

- Be critical on existing processes and learn to be proactive

- Detailed knowledge on valuations of products such as Bonds, Equities, Fx, IRS, Exotic, Hybrids, Structured, CTY, credit risk products

- Able to understand the concepts used in valuation techniques and methodologies behind the same, such as Monte Carlo, Historical and Hypothecial VAR scenarios, Scholastic, Parametric.

Functional :

- Tools and information system for the production of Economic P & L, risk metrics and Risk Analysis.

- In the process of chaining (Market Data, calculations bricks, SI) and impacts on other actors (Accounting Team, RISK, FO)

- Products and portfolio strategies (understanding the sensitivities and risks associated with different products)

- Control aspects: market risk, credit risk.

- Understanding the P & L of Income Allocation and all valuation adjustments methods (EDMM, EDMN, FVA, OCA).

- Have a good level in English and VBA development

The analyst is responsible for the production of several sensitive metric :

- The risk analysis used in management

- Risk metrics that define our regulatory banking limits

- The P&L entering into account of the bank

Adaptability / Agility :

- Be reactive to change, developments, new methods (regulatory applications, management methods ..), applications and context (reorganization)

- Change quickly from one subject to another, to show flexibility and intellectual responsiveness.

- Good communication skills : many exchanges with many various interlocutors (RISK / FO / FIND / ITEC).

Sense of client (Internal and/or external) / Ability to deliver :

- The MACC analyst is urged by several parties, it is important to keep a positive approach towards the different demands (FO / Risq)

- Having a positive approach to highlight good ideas / special projects / solutions before identifying problems and propose solutions independently.

- Namely to change the process: awareness engine, proposals and go through with the project.

Cooperation and team spirit :

- With our partners: always try to find a solution, be constructive, promote innovation, be proactive, working "with" and not "next to" give visibility on the work progress, interact warmly and promote his work.

- Within the team share ideas / accomplishments, listen and advise, to show solidarity, active participation in the life of the team (including teams points).

- With its hierarchy: give visibility on the progress of various subjects and early warning in case of problems / blocking points.

Interfaces :

- Individual Contributor role

- Product Control Specialist