Menu
Capital Market Risk Management_Sr Risk Analyst
Full time @GRITalent posted 4 months ago in Project Management & Business Analyst , in Quantitative Modeling & Financial Engineer , in Risk Management Governance & Compliance Shortlist Email JobJob Description
The Regulatory Reporting & Market Risk Analytics team is part of the Trading Floor Risk Management group in charge of providing oversight on the Trading activity. As a Senior Risk Analyst, Regulatory Reporting & Analytics, you will provide reports to the group, portfolio attribution, a quantitative framework to analyze risk and capital, as well as providing support for the oversight function.
You’ll have the flexibility to manage your work activities within a hybrid work arrangement where you’ll spend 1-3 days per week on-site, while other days will be remote.
How you’ll succeed
-
Risk reporting & analysis – Ensure effective and timely market risk reporting and analytical requirements are met in an effective and timely manner. This includes providing comprehensive reporting and analytical support for all key risk metrics such as daily VaR; non VaR sensitivities and regulatory and economic capital, where these measures affect the various portfolios under the scope of the Analyst’s responsibilities and also impact at the bank-wide level.
-
Problem solving – Actively assist in solving measurement/reporting issues or in the development/enhancement of new market risk methodologies/models for their assigned portfolio. This requires a strong ability to conduct broad based, self-directed research of key market risk measurements issues; market data, and trends using creative and best practice approaches to resolve issues or to provide insight on emerging issues or observations of the business portfolio at the desks, line of business and consolidated market risk perspective.
-
Relationship building – Maintain a proactive working relationship with Middle Office, Finance, Market and Credit Trading Floor managers, and Quantitative Risk teams to ensure ongoing effective and timely reporting of the risk and information for decision support. When cross sectional issues exists, work in partnership with these teams to develop solutions through active problem solving and consensus building skills.
Who you are
-
You can demonstrate experience in Market Risk including principles, practices, processes, procedures, trading products and services. You also have some experience in the areas of data warehousing, relational databases, and electronic information flow and be able to utilize SQL and VBA for generating reports.
-
It’s an asset if you have experience with desktop computing applications such as advanced MS Excel, MS Word, MS PowerPoint, Visual Basic and with statistical languages such as R, SQL and Python.
-
You have a degree in Business, Accounting, Finance or a related quantitative field. It’s an asset if you have a graduate degree and FRM and/or CFA designation/accreditation.
-
You give meaning to data. You enjoy investigating complex problems, and making sense of information. You’re confident in your ability to communicate detailed information in an impactful way.
-
You understand that success is in the details. You notice things that others don’t. Your critical thinking skills help to inform your decision making.
-
You’re goal oriented. You’re motivated by accomplishing your goals and delivering your best to make a difference.
-
You’re passionate about people. You find meaning in relationships and surround yourself with a diverse network of partners. You connect with others through respect and authenticity.
-
You act like an owner. You thrive when you’re empowered to take the lead, go above and beyond, and deliver results – both within our department and across the broader Capital Markets Risk Management team.
-
Values matter to you. You bring your real self to work and you live our values – trust, teamwork and accountability.