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Risk and P&L Analyst

Il y a 3 mois


Paris, Île-de-France Nexoris Temps plein

Job Title: Risk and P&L Analyst - Credit and XVA Activities

Company: Nexoris, a consulting firm dedicated to Independent IT & Financial consultants.

Job Overview:

The Risk and P&L Analyst will be responsible for evaluating and validating risk and profit & loss metrics. This role involves overseeing Credit and XVA operations and ensuring alignment with trading activities.

Key Responsibilities:

  • Evaluate and validate risk and P&L metrics.
  • Oversee Credit and XVA operations.
  • Collaborate with traders and various teams to ensure analytical consistency.
  • Develop clear reports and presentations in both French and English.

Candidate Profile:

  • Proven experience in market and counterparty risk evaluation.
  • Familiarity with financial instruments and front office systems.
  • Comprehension of market risks including sensitivity and VaR.
  • Understanding of counterparty risk, including exposure calculations and xVA metrics.
  • Strong foundation in financial mathematics and regulatory frameworks.

Technical Proficiencies:

  • Expertise in VBA programming.
  • Knowledge of Python is advantageous.
  • Proficient in English for documentation and presentations.
  • Work location: Paris with flexible telecommuting options.