Market Risk Role - BFS

Produce Risk Analysis for FO, VAR, Stress VAR, Stress Test, Expected shortfall analyze and certify all financial aggregates and risk indicators on market activities for their partners and stakeholders for Fixed Income / Commodities / Exotic Desk.

- Support business lines, Risk and Finance departments on evolution request and ad hoc requests, of which:

- Control risk limits (market and counterparty) and follow-up of breaches.

- Inform Risk and FO in case of limit breaches and communicate its corresponding analysis

Functional:

1. Certification of VaR/SVaR/STT/ES

2. Provide commentaries for Market risk metrics swing using different sensitivities like rate, credit, CIM, Basis and verification of market data. Interact with internal clients like FO, onshore team, reconciliation, oper trade support, RISQ, VAL, and Commando team.

4. In the process of chaining (Market Data, MIS reporting)

5. Understanding the risks associated with different products

6. Control aspects: market risk, credit risk.

7. The analyst is responsible for the production of several sensitive metrics