Risk Manager for a Bank or an Asset manager
You will be operating in Risk management teams for a major investment bank or asset management firm, charged with the daily production of market indicators.
You will be managing the:
- Daily production of the VaR, VaR analysis and explanation of variations;
- Production and analysis of indicators and “Greek” market sensitivities (delta, gamma, rho, vega, theta);
- Back-testing and stress-testing of risk indicators;
- Description and monitoring of all limit overruns, daily distribution of risk statuses for FOs, managing and providing results to the risk management division;
- Parallel participation in different improvement projects or setting up new indicators (e.g. CVA).
Is this project fitting for you?
- From a major engineering school with a specialisation in market finance, 3rd cycle studies in finance, or a Master in quantitative finance.
- Excellent command of financial products (cross assets) and have a natural propensity for analysis;
- Excellent knowledge of financial products, specialising in equity derivatives, rates or credit;
- Good command of VBA/Excel programming languages and SQL.
Your key assets:
- Excellent communication skills, analytical abilities, and strong self-determination;
- Proficiency in English is essential.
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