AVP - NSU
NSU Role :
- The role is within the NSU cluster, a newly created cluster that oversees all the Non-Strategic Businesses as per the 2013 Bank announcement. All non-strategic businesses/payoffs are covered by the NSU cluster offering a very good exposure to develop cross assets expertise. There is a wide spectrum of asset classes: structured rates, long dated FX, EMG, commodities, structured credit, CMBS, longevity.
- The candidate will have to monitor, understand and analyses the market risk and to support the SRM cluster manager and the NSU team.
- Control the risk taking and participate in the definition of a limit framework
- Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios.
- The candidate will prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers.
- Liaise with other departments and support/manage project deliveries.
We Offer :
The role is within the NSU cluster, a newly created cluster that oversees all the Non-Strategic Businesses as per the 2013 Bank announcement. All non-strategic businesses/payoffs are covered by the NSU cluster offering a very good exposure to develop cross assets expertise. There is a wide spectrum of asset classes: structured rates, long dated FX, EMG, commodities, structured credit, CMBS, longevity .
- The candidate will have to monitor, understand and analyses the market risk and to support the SRM cluster manager and the NSU team.
- Control the risk taking and participate in the definition of a limit framework
- Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios.
- The candidate will prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers.
- Liaise with other departments and support/manage project deliveries.
You offer :
Degree (e.g. BSc or MSc) in finance/ risk management / quantitative subjects or related discipline. Modules on economics / statistics / risk management / financial stochastic calculus is an advantage.
- Less than 1 year of experience in the banking industry with for example participation to a graduate program
- Candidates without banking experience but a strong academic background will be considered
- Working knowledge in any asset classes and/or their derivatives will be considered.
- Competent in using Microsoft Office suite (powerpoint, excel, basic vba programing)
- Analytically minded and effective communicator (written/oral).
- Details oriented, curious, keen to drill down risk issues deeply without receiving too much guidance from manager
- Need to deal with traders and quants and must be seen as a trusted and knowledgeable partner by those group
- FRM qualification is a plus
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