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
- 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
- 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: firstname.lastname@example.org
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