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.
- 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
- 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