Overview
Risk Specialist role supporting Market Valuation and Risk Management (MVRM) by managing market risk and ensuring fair value assessment of Books & Records.
What you'll do
- Perform RTB tasks including VaR/SVaR impact analysis for specified valuation and revaluation approaches.
- Run data quality checks for completeness and accuracy of EOD data/time series used in risk calculations.
- Manage weekly market data releases within SLAs for VaR/SVaR/FRTB/Economic Capital calculations, escalating timely when needed.
- Analyze impacts of time-series changes on group-level VaR and coordinate with stakeholders.
- Support deep dives with market risk managers, FO quant, change teams, and methodology stakeholders for model/data challenges and regulation changes (e.g., FRTB, IHC).
- Contribute to proxy decision making, including selecting appropriate proxies for time-series.
What you'll need
- 5 to 8 years of experience in investment banking/market risk in controlled production environments.
- Good knowledge of financial instruments and understanding pricing of vanilla derivatives across asset classes.
- Strong understanding of global markets across asset classes and linking macro events to market-data impacts.
- Experience in change management and implementing new production processes.
- Hands-on experience using external data sources such as Bloomberg, MarkIT, and Reuters.
- Programming skills in Python.
- Engineering or bachelor’s degree in finance with strong quantitative coursework; financial risk management certification is a plus.
Details
Read the full description and apply on the company’s own careers page.
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