- Generate market risk reports and analysis of trading activity on a daily basis and monthly MI
- Monitor securities business activity involving underwriting of bonds/equity, corporate bonds, government bonds etc.
- Perform ad-hoc tasks/respond to requests – such as credit simulation analysis, VAR analysis, stress testing, etc.
- Provide support to firm-wide regulatory and capital planning processes (ICAAP, ILAA, EWI)
- Participate in design, scope, and coordinate validation of a new market risk process, and help transition to the new process
This position requires a candidate with knowledge and experience of risk measurement methodologies and analysis. The succesfull candidate will need strong analytical and problem solving skills and be process oriented. Due to the engagement you will have across different teams and departments, it requires an individual with excellent communication skills.
Proficiency in Excel/VBA and Python would be very beneficial.