Financial Risk Reporting Professional

3 days ago


Warszawa, Mazovia, Czech Republic ITDS Full time

You're an ideal fit for this role if you have:

  • 5+ years of experience working in risk or finance within a large bank.
  • A bachelor's degree in a related science discipline, with a master's degree or financial qualification (FRM/CFA) being an advantage.
  • Strong knowledge of market risk metrics and financial products within the interest rate & FX asset classes.
  • Ability to work independently or collaboratively on project deliverables.
  • Excellent analytical, problem-solving, and troubleshooting skills.
  • Experience in data manipulation techniques using industry-standard data pipeline tools.
  • Proficiency in Tableau for risk reporting.
  • Knowledge of Python for automation and data analysis.
  • Strong attention to detail and ability to manage data quality issues effectively.
  • Effective communication skills for interacting with various stakeholders.

Company Overview

ITDS is a leading global financial institution with a strong presence in investment banking.

About the Role

As a Market Risk Reporting Senior Analyst – Rates & FX - VP, you will be responsible for providing insightful analytics on the Rates & FX portfolios, monitoring market risk limits, and producing high-quality risk reports. This role is integral to our firm's risk management framework, requiring collaboration with risk managers and other stakeholders to ensure accurate market risk representation.

Key Responsibilities

  • Prepare and distribute risk content, monitoring significant moves and trends to ensure accurate market risk representation.
  • Perform analysis on the Rates & FX portfolios using risk measurement techniques such as VaR/ESF, factor sensitivities, issuer risk monitoring, and stress testing.
  • Collaborate with risk managers to identify trends and emerging risks within the portfolio.
  • Participate in risk transformation initiatives to enhance controls, clean up the limits & trigger portfolio, and improve self-service dashboards.
  • Support additional regulatory and internal reporting requirements.
  • Maintain a strong control environment by executing controls on underlying datasets and leveraging automation.
  • Identify and manage data quality issues, ensuring proper representation in data quality inventories and oversight of resolutions.
  • Assist in the development and automation of risk reporting processes using Tableau and Python.

Required Skills and Qualifications

  • Market Risk
  • Python
  • Tableau
  • Risk Management

Benefits

  • Sport subscription
  • Private healthcare
  • International projects
  • Free coffee
  • Free snacks
  • Free beverages
  • Modern office

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