Summary
This role will be within the Non Linear Market Risk team based in London and will focus on the Market Risk management covering cross assets classes (FX, Interest Rates, Credit & Equities).
Key Responsibilities
- Validation of the risk indicators, computation of the official risk reports and notification of breaches on Global Cross Asset positions
- Involvement in the constant improvement of the market risk monitoring framework
- Analysis of the positions and computations of the stress scenarios
- Participation to the month end process (computation of reserves, Totem process)
- Strong involvement in regulatory projects
- Back-up of other analysts during leaves
- Relationship with Front-Office and Quantitative DRM team
Legal and Regulatory Responsibilities
Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and Compliance policies and procedures as issued from time to time; Financial Security requirements, including, but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer.
Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.