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Market Risk Analyst – Market Risk Monitoring Specialist

Il y a 2 mois


Paris, Île-de-France Surveillance risques marche Temps plein
About the Role

Surveillance Risques Marche is seeking a highly skilled Market Risk Analyst to join our team. As a Market Risk Analyst, you will play a critical role in analyzing and improving market risk indicators to provide an accurate representation of the risk profile of Surveillance Risques Marche.

Key Responsibilities
  • Market Risk Analysis: Identify market risks associated with our activities, develop measurement indicators, and monitor market risk indicators, including Value-at-Risk (VaR), stress tests, and economic capital.
  • Policy and Procedure Development: Update policies, guidelines, methodologies, and procedures to ensure proper documentation of activities.
  • Compliance and Risk Management: Ensure compliance with the prudential framework, including the management of the internal GIRR model, calculations of equity requirements, and daily monitoring of limits.
  • Financial Performance Analysis: Measure and analyze risk indicators and financial performance indicators according to the relevant schedule and quality level.
  • Regulatory Monitoring: Follow regulatory developments and simulate their impacts on our business.
  • Tool Development: Participate in the improvement of production and reporting tools.
Requirements
  • Bachelor's degree in a relevant field (e.g., finance, economics, mathematics) with at least 5 years of experience in market finance.
  • Minimum 3 years of experience in financial markets.
  • Excellent command of Excel, VBA, and ACCESS.
  • Excellent command of both written and spoken English.