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Market Risk Analyst - Financial Services - Paris

Job Title: Market Risk Analyst - Financial Services - Paris
Contract Type: Contract
Location: Paris, Île-de-France, France
Industry:
Salary: €600 - €620 per day
Start Date: ASAP
Reference: BBBH22341_1568314084
Contact Name: Maria Marcello
Contact Email: maria.marcello@twentyrecruitment.com
Job Published: September 12, 2019 19:48

Job Description

The Client

This role will join a highly reputable, well known financial services institution which holds a market leading presence in its sector. The company invest heavily in their technology ensuring they are a leader in the market.

Responsibilities

  • Maintenance and improvement of existing risk monitoring procedures
  • Market data control and validation
  • Production and improvement of the risk monitoring reports: position monitoring, exposure management, margin monitoring, sensitivity testing etc..
  • Contribution and participation in CDSClear projects: working groups, testing of new functionalities, ad hoc analysis

Required Skills

  • Experience in managing Risk in an active CDS/OTC environment
  • Knowledge and practical experience of all market risk concepts, including VaR, sensitivities and stress testing
  • Strong knowledge of OTC Derivatives trade life cycle and risk management: Single Name, Index CDS, Options
  • Experience in Risk Database management: SAS and VBA are a mandatory requirement
  • Previous experience in Financial Services institution is essential
  • Fluency in French and English is a must have

If this sounds like the right opportunity for you, please get in contact with Maria Marcello at Twenty Recruitment