Ich brauche
Market Risk Reporting Analyst
in Schweiz
Market Risk Reporting Analyst - Contract- Zurich- Banking Our client is currently looking for a Market Risk Reporting Analyst to work inThe Market Risk Analysis & Reporting function is responsible for the production and development of comprehensive risk information used by the risk control teams and by senior management at all levels throughout the firm. This covers market risk, counterparty risk and issuer risk frameworks. The primary risk measures used in the reporting processes are VaR and Stress loss as well as market exposure based metrics. The team has responsibility for providing high quality analysis and promoting consistent standardized reporting across risk control function. In this role your main tasks include: - Coordination, maintenance and development of further risk representations in a tailored risk database (MS Access). - Production of market risk reports, including Credit Valuation Adjustment (CVA) VaR according to Basel 3. - Be a member of the project team on Basel 3 CVA VaR to support implementation of an automated CVA VaR reporting into the current and new infrastructure. - Support the team head with regards to the new infrastructure projects. - Performing different analysis and commenting tasks for regulators like the monthly allocation of the regulatory capital, the detailed analysis of the capital development and the VaR Model Backtesting. - Monitoring the market risk figures, validate and analyse the numbers and address inconsistencies. - Analyse and comment on risk sensitivities, P&L, Value at Risk and Stress. Our client is looking for a candidate meeting the following profile: -University Degree in Finance/Economics or technical studies - 3-5 years of working experience in the financial market industry, ideally in market risk - Knowledge of financial products and market risk knowledge is a plus - Strong analytical skills with a fast understanding of complex processes - Flexible person with the capability to understand fast and with good communication skills - Well structured and able to set priorities under pressure - Good MS Office skills (Excel/(Word) and especially Access) (VBA, SQL is a plus) - Fluent English (spoken and written) Referenz JS-KA/HQnur für Premium-MitgliederBITTE geben Sie diese Referenznummer an.) ApplicationURL nur für Premium-Mitglieder
Geforderte Kenntnisse
Markierte Kenntnisse wurden als Pflichtkenntnis ausgewählt.
Vertragsarten
Freie Mitarbeit
