Posted By
Posted in
Banking & Finance
Job Code
956028
Fantastic opportunity has arisen with a world leading bank in their Risk Management Team
Responsibilities :
- Participate in tasks across the breadth of services from front to back, cross team collaboration to learn about FO-data governance process and market data update function
- Perform daily market data update process, clearing exceptions, altering rules and source mappings as necessary
- Understand different VaR models and extreme move calculations to assess the impact of updates to market dataset
- Perform analysis using the VaR engine to quantify impacts of versioned updates to the market data set and project releases
- Evaluate quality and suitability of existing source data, mappings
- Liaising with market data and other risk systems IT support to specify and test system improvements
- Undertaking key projects to incorporate bulk new Instruments or asset classes including analyzing the quality and availability of market data
Required Candidates Skills :
- 2- 4 yrs experience in Market Risk Assessment and Reporting
- Experience in Performing analysis using the VaR engine
- Excellent Stakeholder experience
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Posted By
Posted in
Banking & Finance
Job Code
956028