Financial Risk Reporting Professional
3 days ago
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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