Responsibilities
of the role:
As a Valuation Market Risk Analyst you will be responsible for:
1. Provide decision-making analyses and information in discussions about IPV, FVR and PVA methodology decisions with key stakeholders (from Trading, Quant Research, Market Risk Officers and Financial Control)
2. Provide relevant quantitative facts based on data to review and challenge the current IPV, FVR and PVA methodologies.
3. Accountable for the calibration of IPV, FVR and PVA methodologies at the appropriate frequency.
4. Accountable for the analysis andmunication of the variations of IPV, FVR and PVA stocks on a monthly and quarterly basis to relevant stakeholders.
5. Build trustful relationships with key partners in RISK as well as the business.
6. Act as a point of contact on valuation topics for main stakeholders.
7. Maintain and develop a deep knowledge of the business lines within scope, as well as risk management practices.
What we require from the candidate:
8. Market Risk.
9. Quantitative fundamentals.
10. A proven track-record of successful hands-on experiences in the financial industry in quantitative or data analysis fields.
11. Demonstrable experience with Python or more advanced coding languages.
12. A deep knowledge of Option principles (risk management and trading) derivatives and securities markets for two or more asset classes.
Next steps