Market Risk Reporting Senior Analyst
Market Risk Reporting Senior Analyst
Posted on :
20-03-2025
Employer Active
1 Vacancy
Job Alert
You will be updated with latest job alerts via emailValid email field required
Send jobs
Share
Send me jobs like this
Job Alert
You will be updated with latest job alerts via emailValid email field required
Send jobs
Job Description
Location Warsaw
Type of work Hybrid
The Rates & FX Market Risk Reporting team are responsible for the production of management reporting and dashboards providing insightful analytics into the both the Rates & FX portfolios and performing the setup and monitoring of Market Risk Limits on behalf of Global Rates & FX Market Risk Management. The successful candidate will join the team at an exciting time as the team are in the process of delivering on two transformation streams to improve data sourcing from front office platforms and to design and build selfservice dashboards thereby transforming the production book of work.
Tasks
- Prepare and distribute risk content on various cadences monitoring for significant
moves / trends and working with the 1 st and 2nd line to ensure accurate representation of the firms 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 selfservice dashboards
- Support all additional regulatory and internal reporting requirements
- Ensure a strong control environment is in place for all production deliverables through the 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 1 st and 2 nd line teams and technology. - Assist in the development and automation of risk reporting processes using the banks reporting toolset Tableau and Python
Requirements
- 5 years experience working in Risk or Finance within a large bank
- The ideal candidate will have a BS or BA in a related science discipline with a masters or relevant financial qualification (FRM/CFA) being an advantage
- 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 are a must
- A good understanding of data manipulation techniques using industry standard data pipeline tools will be advantageous
- Experience using Tableau is a must have
- Python coding skills highly desirable
Employment Type
Full Time
Report This Job
Disclaimer: Drjobpro.com is only a platform that connects job seekers and employers. Applicants are advised to conduct their own independent research into the credentials of the prospective employer.We always make certain that our clients do not endorse any request for money payments, thus we advise against sharing any personal or bank-related information with any third party. If you suspect fraud or malpractice, please contact us via contact us page.
