Analyst - Risk Control

  • Competitive Base & Bonus
  • New York, NY, États-Unis New York NY US
  • CDI, Plein-temps
  • Ashton Lane Group
  • 06 août 18 2018-08-06

Supporting the multi-asset risk limit controls for a Global Investment Bank

Responsibilities:

  • Contribute to Risk Control framework: End-of-day Risk Limits, Intraday Risk Limits and Trader Mandates. Ongoing participation in process execution, analyses, and project coordination by all team members.
  • Ensure that daily end-of-day/intraday limits and mandate breaches are investigated, understood, promptly escalated according to the global policy and all the comments are well documented in the daily/weekly/monthly summary reports and Dashboard.
  • Constant dialogue (risk limits monitoring ) and interaction with Front Office management, the Risk and Operations department and IT
  • Understand the methodologies used to compute the market risks indicators in the risk systems to calculate end-of-day risk and Intraday risk limits
  • Identify, research and resolve limit discrepancies between the FO system and Risk system
  • Identify inconsistencies across risk indicators
  • Coordinate with other internal groups to resolve issues and post accurate market risk in the official Risk system
  • Ensure control exhaustiveness
  • Understand the different mandate characteristics and controls across the various product asset classes
  • Identify, investigate and escalate policy breaches
  • Summarize and report outstanding issues to global management, coordinate to resolve the issues

Requirements:

  • 1-2 years’ experience in derivatives control and risk analysis within an investment bank
  • Knowledge of Fixed Income Instruments: Fixed income Swaps / Derivatives (Rates, Credit, FX, etc.) Bonds, Options, FX. Knowledge of Commodity and Equity products
  • Prior P&L, Product Control or Audit experience or other experience working in a control function
  • Working product knowledge across a wide range of asset class. Knowledge of Greeks and P&L attribution
  • Excellent IT skills including Excel, VBA & Access.
  • Strong communication and interpersonal skills.
  • Degree in a quantitative discipline preferred.

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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