Senior Analyst - Market Risk Reporting - Trading Portfolio

- Monitoring and analysing trading portfolios and identifying material market risks of trading desks and also consolidated at asset class level across regions.

- Sign off of Greeks, VaR, RNIV, Stresses including Simulation and Scenario planning etc

- Challenging, when appropriate, market risks being taken along with firm grasp of market dynamics

- Communicating changes in risk profile to senior management formally via exposure and limit reports/Market Risk Review meetings and informally whenever significant risk positions arise.

- Ensuring that risks are captured and reported properly (keeping control over processes with RIS and IT)

- Work and lead teams, looking for collective wins and successes

- Drive projects and change within existing processes focusing on efficiencies

- Participate in analysing portfolio risk in a single asset class across regions and across asset classes and regions extending to stress analytics for internal and regulatory

- Handling enquiries and ad hoc requests from regulators or senior management

What we're looking for:

- Degree in Quantitative / Finance discipline

- Experience working in control or valuation function in a financial institution. Knowledge in risk management of equity, macro or structured products would be preferable.

- Be able to work independently and have good multi-tasking skills

- Strong team player with good communication skills

Skills that will help you in the role:

- CFA, FRM, MBA or the equivalent

- Prior exposure to product control, risk, derivative pricing/structuring

- Prior knowledge or working experience in advanced programming languages like R, Python