Market Risk Analyst

작업 내용

Job :

- Propose market local risk policies, conform to Group policies.

- Assist ALM function in analyzing and monitoring the structural risks (liquidity risk, interest rate risk) of the JV.

- Follow at local level and prepare a report for BPF/MR largest funding counterparties.

- Analyze, monitor and control the hedging of the JV through hedging effectiveness tests. Control accounting entries regarding hedging.

- Define risk measurement frameworks.

- Challenge assumptions of Financial Management for Contingency Plan

- Propose Market Risk limits for approval by the local risk Committee. Develop associated monitoring and reporting: alerts and monitoring of corrective action plans.

- Coordinate with BPF/RM and Financial Management criteria and assumptions used in the measurement and reporting.

- Implement and analyze regulatory risks reporting market as required by local and international regulators (LCR CRDIV, RAS, liquidity ratios or IRR report locally (90.30), etc ...)

- Ensure proper valuation of treasury financial instruments such as government bonds and derivatives in accordance with Group rules.

- Participate actively to ALCO, risk committee, and follow up decisions by providing anytime double look.

- Participate in projects affecting market risk, as the representative of the Market Risk function.

- Participate in the implementation of audit recommendations, etc ...

- Involvement in credit risk, produce monthly report in order to monitor credit risk. Providing support in different credit risk

project/analysis

Profile :

- Degree in Economics, Finance, Engineering or Mathematics

- Knowledge and analysis of the structure of a balance sheet,

- Knowledge of financial products of both the asset and liability of credit institutions,

- Strong ability to analyze,

- Theoretical knowledge of financial products, derivatives and valuation techniques.

- Dynamic, proactive and focused on the achievement of objectives.

- Experience: Master degrees in mentioned field and/or work experience in banking, consultancy or auditing (preferably in structural or market risks)

- Years of experience: 0-2 years in Market Risk, Financial Management, Management Accounting, Auditing.

- Language and Level: English and French: A good level is desired; Spanish wished

Offer :

Our client offer you a permanent contract in a challenging environment.