Credit Market Risk Manager

  • Highly Competitive & Bonus & Benefits
  • Paris, Île-de-France, France
  • CDI, Plein-temps
  • Azon Capital Markets
  • 21 janv. 19

Our client, a tier one Investment bank is looking to hire an experienced risk professional within the credit space. The role is based within the Front Office Risk Management team supporting the credit trading businesses

Key Responsibilities 

Challenge the trading business on their risk positions

Determination of the daily risk position, ensuring completeness in capturing all risk positions on the desk

Ensure risks are understood, documented and modeled correctly

VaR and Stress test analysis.

Ad-hoc market trend and risk analysis. 

Understanding of the changing regulatory environment, including Basel III / CRD IV and Dodd-Frank/ Volcker

Strong relationship skills, able to challenge and communicate cross-functionally and with senior risk management

Essential Skills/Basic Qualifications:

Risk management background and tools (i.e. VaR, Stress testing, Scenario analysis)

Sound knowledge of derivative markets, products and pricing

Solid understanding of counterparty risk and CVA/ FVA

Good understanding of Credit products and markets

Familiarisation with Sec-Derivative products