Market Risk Senior Analyst

About the job

• The position is a Counterparty Risk Senior
  Analyst role within RISK Market & Financial Institutions (“RISK MFI”)
• RISK MFI provides the Senior Management of the
  Group, of the RISK Function and of Corporate & Institutional Banking
  (“CIB”) with full transparency and dynamic analysis and monitoring of
  market, counterparty, liquidity risks originated and managed by CIB GM and
  of credit risks on Financial Institutions in order to assist them in their
  risk decision making and monitoring
• The Counterparty Risk Senior analyst main
  missions are related to analysing electronic trading generated risks,
  analysing the variation of Stress Test metrics on specific trading
  portfolio or counterparties, deep diving on specific market risk metrics,
  reviewing the relevance or the calibration of some limits, investigating
  and solving with stakeholders the root causes of limit excesses. The senior
  analyst regularly reports about the metrics they investigate
• We are looking for a profile with proven market
  risk experience who can rapidly understand new market or counterparty risk
  concepts and metrics, provide quantitative or statistical analysis about a
  certain scope, formulating their conclusions in an easy-to-read format
• The role requires agility to regularly onboard
  oneself onto new topics to support the analysis or monitoring conducted by
  other team members
• The candidate needs to be comfortable working in
  “project mode” and very regularly iterating improvements in their analysis

Your Main Activities Are

• Regularly evaluate the performance of the
  Counterparty Risk pricers and methodologies and propose improvements. 
• Analyse the impact of Counterparty Risk
  methodologies on counterparty risk metrics. 
• Continuously develop and improve a critical
  opinion about the data set used in the metrics under investigations and
  their methodologies, highlight key data quality issues. 
• Prepare committees related to counterparty risk
  pricers and prevent investigations outcome to the relevant counterparty
  risk managers. 
• Lead small projects to improve the efficiency and
  reliability of the team processes or developing alternative way to
  interpret the metrics and data sets used by the team. 
• Maintain documentation of the methodology used to
  adjust Counterparty Risk Metrics. 
• Run the production of Counterparty Risk
  regulatory capital. 
• Support client-facing teams when simulating the
  impact of new transactions on existing counterparty risk exposures notably
  for more complex transactions. 
• Maintain regular interactions with Counterparty
  Risk Managers in both the RISK function and Global Markets, with
  methodology owners and counterparty risk monitoring teams. 
• Answer ad-hoc requests from supervisors related
  to counterparty risk exposure and own specific reporting to such
  supervisors. 

Profile and Skills to Success

• Master’s degree in Finance, Applied Mathematics,
  Science or Engineering
• 4 to 7 years of working experience in Market risk
  or Counterparty risk
• Good knowledge of Financial & Risk management
  concepts as well as derivatives products
• Ability to gather, prioritize and integrate large
  amounts of information, to process and simplify it
• Ability to systematically produce relevant
  analysis with accurate, precise, and verified information
• Ability to act in advance of a future situation,
  to take control and initiatives to implement relevant actions in the short
  and long term.
• Able to identify solutions to overcome obstacles
  and drive results to conclusion working autonomously and implementing work
  processes, ideas, and solutions with tenacity.
• Effectively deliver complex oral and written
  messages in a clear, structured, accurate and concise manner, based on
  facts
• Value and integrate client’s feedback to improve
  products, services, and processes

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