Market Risk Analyst Resume Samples

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P Considine

Providenci

Considine

610 Queenie Mall

Chicago

+1 (555) 228 0190

610 Queenie Mall

Chicago

Phone

p +1 (555) 228 0190

Experience Experience

Houston, TX

Junior Market Risk Analyst

Houston, TX

Abbott-Blick

Houston, TX

Junior Market Risk Analyst

Working with RCO Management, Change the Bank and Risk Officers to continuously improve the processes and the service delivery
You strive for self-improvement – The role has scope for creativity and personal development
We work closely with the Business, IT Departments, Controllers, Operations and counterparts in other regions
Representing Market Risk Equities to the FRTB Change/Projects team; supporting the team lead in providing Equities Market Risk expertise
Reviewing/evaluating FRTB capital numbers. Explaining drivers of these numbers and capital impacts to Equity Market Risk Managers
Management of global production issues impacting Risk Systems and Risk Calculation in the UBS Bank
We participate in the roll out of improvements in risk systems, processes and data feeds

Boston, MA

Market Risk Analyst

Boston, MA

Donnelly, Kreiger and Reichel

Boston, MA

Market Risk Analyst

Dealing with the financial/ banking products and related risks (interest rate risk, liquidity risk) and hedging, measurement and monitoring of such risks
Analysing, identifying, quantifying and monitoring all market risks for the G10 Global Business Line
Dealing with the financial/banking products and related risks (interest rate risk, liquidity risk) andhedging, measurement and monitoring of such risks
Overseeing and ensuring the integrity of the risk monitoring process
Designing, reviewing and signing off on scenario results across various portfolios within GCP
Coordinating projectsrelated to IT development for data analysis, modelling and reporting
Processing and analyzing all risk measures including Limits, Exposures, Economic Risk Capital (ERC), Risk Based P&L and VaR, etc.

present

Philadelphia, PA

Senior Market Risk Analyst

Philadelphia, PA

Schultz-Cummings

present

Philadelphia, PA

Senior Market Risk Analyst

present

10% Build strong, collaborative relationships across the global Risk Management Group and Functional teams
30% Develop and Advance Risk Management Global Process Initiatives
Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions
30% Develop Cargill Portfolio views and Risk Dashboards
Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches
Preparing management reports and providing robust analysis of all market risk (across the bank)
Strives for self-improvement – The role has scope for creativity and personal development

Education Education

Bachelor’s Degree in Finance

Georgia Southern University

Bachelor’s Degree in Finance

Skills Skills

Proficiency in English: solid ability to communicate effectively in writing as well as having good verbal communication skills
Strong decision making skills and initiative, ability to exercise good judgment and escalate issue to line manager
Good working knowledge of risk regulation including Dodd Frank, Volcker Rule, Basel III, and CCAR
Spanish language proficiency is a strong
Expert computer skills, including experience programming in Visual Basic and other computer languages, excellent command with Excel
Proficiency in Murex, Algorithmics and Bloomberg is a strong
Strong mathematical/quantitative knowledge
Excellent report development ability
Strong knowledge of databases and/or data models, Statistics (Regression, Clustering, Decision trees, Hypergraphs etc), Simulation, scenario analysis, etc
Ability to work independently with good communication skills (written and verbal)

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CIB Market Risk Analyst NY Resume Examples & Samples

Daily reporting and monitoring of market risk positions - with the aim to identify material risk exposures and concentrations. Due diligence and attention to detail is critical
Conduct ad hoc risk analysis, develop improvements of daily risk reports, and VaR and Stress analysis tools
Respond to and urgent ad-hoc requests from senior management
Improve risk transparency, methodologies and reports by conducting deep-dives on various basis risks, curve risks, forward default risks, etc
Coordinate with FO, MO, CFO and Technology on projects relating to Market Risk
Interact extensively with technology support teams relating to methodology and infrastructure changes and improvements
Scenario analysis and stress testing; deep dives and ad-hoc analyses; improving risk transparency with enhanced reporting; working with trading, middle office, technology and quantitative research to validate and improve the quality of risk representation; and monitoring and enforcing limits
Projects adhering to regulatory and internal control deliverables and guidelines
Minimum Bachelors degree; 0 to 2 years financial industry working experience required
Superior Excel and Access skills. Must have ability to learn how to use core business and risk systems, familiarity with VBA and SQL and understand how to interact with technology teams
Existing knowledge and enthusiasm in financial markets. Fixed income and Equity products in general, including derivatives, preferred
Excellent quantitative skills, good communication skills, ability to work in a team and must be able to make clear recommendations & conclusions
Strong sense of accountability and ownership of responsibilities, must be diligent, self-motivated and good at following up on issues
Strong analytical and quantitative skills; must be competent with numbers and able to challenge concepts/proposals. Sound understanding of basic quantitative concept relating to risk sensitivity, P&L explain, VaR and stress testing
Proficient knowledge of excel is critical; some knowledge of MS Access and MS Excel/Access VBA knowledge
Relevant experience such as model risk, market risk reporting, credit risk, structuring, trading, sales, or related is a plus

Market Risk Analyst Resume Examples & Samples

Good and sound understanding of the Equity Markets and Market Risk Management
Good attention to detail and strong analytical background as the role forms part of the model approval process, where sign off of new models and the enhancement of existing models will be required
Knowledge of VaR (Monte Carlo), its applications and limitations, as well as IVAST and Stress VaR
Personable, a good communicator and work well under pressure
Daily interaction with traders, regulators, financial and other control groups is necessary, and sometimes under tight time constraints
Stress testing knowledge beneficial

Market Risk Analyst Resume Examples & Samples

The candidate will analyse the VaR capital figures, ensuring that they are being represented as expected and highlighting any positions that are incorrectly modelled or causing unexpected contributions to the reported figures
The candidate will ensure senior management are made aware of developments within their portfolios during the various management calls
The candidate will monitor the PnL for the various portfolios and ensure that the link can be made to the risk profile and the reported pnl, and any gaps are escalated
LI-LG1

Market Risk Analyst Resume Examples & Samples

Managing the risks of the financing portfolios
Provide Pre-Trade Approval
Interact with FO to discuss portfolio risk and name level risk
Set up limit framework based on understanding of the business and risk/reward
Liaising with other areas such as Product Control and FO IT to ensure that all risks are being calculated correctly and P&L is being captured correctly
Assist with preparation of materials for all risk meetings – ie Quarterly risk reviews, weekly Risk Call meetings
Leading capital optimization initiative while liaising with FO, global team, methodology team, PC and BMR
Leading risk methodology initiatives, including (but not limited to) VaR, IRC, ERC, and Scenarios
Contribute to various ad hoc analyses
2+ years experiences in a market risk role dealing with structured credit products and with risk methodology development background (VaR, Stressed VaR, Reg VaR, IRC, FRTB as minimum)
Advanced programming skills including strong database knowledge, VBA programming ability, SQL, familiar with R language, experience in C++ development
Strong knowledge of credit products (including at minimum CDS, recovery swap, swaption, and CDO correlation trade) and understanding on funding business and risk measures
Ability to work independently with good communication skills (written and verbal)

Senior Market Risk Analyst Resume Examples & Samples

Market and credit risk information management & market risk reporting
Credit risk measurement & independent risk model validation
Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions
Providing supervision of the team

Market Risk Analyst Resume Examples & Samples

Regular market and credit risk reporting of hedge fund business, including VaR, stress loss, operational guidelines, and liquidity risk
Review of pricing and risk models on financial instruments including equity, fixed income, currencies and fund of funds
Portfolio review including P&L explanatory, risk factor analysis and ad hoc analysis
Assist senior risk analysts with research projects on capital allocation and risk management
Liaise with Operations, Finance, I.T. and other logistics groups to identify Operational Risk issues and implement new business initiatives and other hedge fund reporting requirements
Participate in hedge fund valuation, new business or operating committees
Improve efficiency of market and credit risk reporting through automation of processes
Agree risk guidelines with portfolio managers and remediate undue concentrations or guideline excesses with senior management
Work together with the global risk control team to standardize processes and leverage existing resources
Present risk framework and control process to regulators, board of directors and clients
1 to 4 years related industry experience; previous experience with hedge fund strategies is a plus
Masters degree Finance, Mathematics, Statistics, Engineering or related quantitative discipline
Excellent analytics skills with strong business sense. Established capability on research is preferred
Excellent IT skills (Excel, VBA, Access); knowledge in MATLAB and risk management systems is a plus
Strong communications skills and ability to work directly with senior portfolio managers
Must be self-starter, proactive, detailed-oriented, hard working and ability to manage numerous projects

Market Risk Analyst Resume Examples & Samples

Good working knowledge of risk regulation including but not limited to Dodd Frank, Volcker Rule and IHC (Intermediate Holding Company), Comprehensive Capital Adequacy Review (CCAR)
Ability to produce high quality accurate work under pressure and tight deadlines
University degree majoring in finance, accounting or business preferred
Establish strong working relationships and build partnerships
Very experienced with PowerPoint , Excel, and Access
VBA is a plus

Market Risk Analyst Risk Infrastructure Team Resume Examples & Samples

Recognizing and executing on opportunities to increase automation
Coordinating with technology groups on the development of risk systems and data standards
Liaising with data quality working groups for projects across the Firm
Strong proficiency with technology, particularly databases and SQL

Avp-latam Market Risk Analyst Resume Examples & Samples

Knowledge and experience of Treasury products, balance sheet and liquidity management a plus
Ability to work closely with others within a team
Spanish fluency (preferred)

Market Risk Analyst Resume Examples & Samples

Perform daily analysis of market and risk changes, answer queries on risk metrics such as VaR, economic risk capital, RWA, etc
Perform analysis related to pre-trade approval, periodic risk reviews and submissions to the Risk Management committee
Monitor risk limit utilization and work with Front office to ensure full compliance with the limit framework. Work with Front Office to analyze various hedging options and recommend hedging strategies
Work with the quant group to identify potential improvements in the risk methodology

Assistant Market Risk Analyst Resume Examples & Samples

Reporting and performing validation checks on VaR movements. This will involve evaluation and analysis of market risk exposures by employing statistical and other approaches
To participate in the roll out of enhancements in risk systems, processes and data feeds
Outstanding organisational and communication skills
Demonstrated ability to prioritise work, multi-task and manage conflicting priorities
Well-developed interpersonal skills, including ability to relate to and establish good relationships with a wide range of individuals at all levels
Proactive and assertive, taking initiative when appropriate
Accurate with a high attention to detail
Positive attitude with a ‘can do’ approach, demonstrating tenacity
Ability to cope under pressure, thinking and acting quickly and creatively
Ability to deal with sensitive and confidential information and situations appropriately
Strives for self-improvement – The role has scope for creativity and personal development
Good understanding of market risk methodologies: VaR and other risk measures
Good understanding of financial greeks and their relation in the calculation of various risk measures
English language skills to business standard both written and oral

RIS Market Risk Analyst Resume Examples & Samples

Co-ordinate risk/capital production and cross-asset class reporting; includes DVaR, SVaR, IRC, APR and Stress tests
Analyse/explain Flash DVaR moves at an IB level and ensure that all controls are monitored and adhered to according to audit/regulatory standards
Answer queries from senior management and other stakeholders such as audit on a variety of cross asset class issues
Participate in ad hoc projects related to enhancement of existing processes, new business initiatives or regulatory requests; work on business requirements review as well as testing

Junior Market Risk Analyst Resume Examples & Samples

Management of global production issues impacting Risk Systems and Risk Calculation in the UBS Bank
Monitoring and ensuring data readiness and completeness to allow proper Risk aggregation and reporting
Running daily controls to ensure reliability and soundness of complex Market Risk systems along with Risk Control effectiveness in the UBS Bank
Ensuring proactive communication to Market Risk Officers during the process of ‘in flight’ issues that might affect their processes and deadlines
Supporting senior colleagues in new process implementation and ad-hoc projects along with audit reviews
Taking part in operational calls with other global business stakholders to resolve outstanding excteptions and to discuss current issues
Working with RCO Management, Change the Bank and Risk Officers to continuously improve the processes and the service delivery

Senior Market Risk Analyst Resume Examples & Samples

Working within the team as a functional interface between MDSS stakeholders and Risk IT in terms of understanding the broader initiative and translating detailed requirements
Understand full extent of market data usage across market (Enterprise and Local Market Risk), trading credit risk and liquidity risk
Contribute ideas to the overall long term re-design of the MDSS platform (MASS) leading into direct development support of that re-design
Drafting of final requirement documentation, ensuring the complete/accurate capture and translation of business requirements related to MDSS initiatives to support Risk IT implementation analysis
Supporting the ongoing MDSS enhancement process
Owner of initial testing and approval of assigned MDSS platform changes gating to final user testing
Support and actively participate in the creation and maintenance of MDSS data quality control documentation and processes consistent with the proposed Risk Data standards
Develop and maintain clear and complete documentation of data sources, mapping/transformations, data history gaps and proxy logic in compliance with the proposed Risk Data standards
Understand and support all relevant internal and external market data vendor relationships relevant to MDSS
Support to ensure long term complete coverage of market data needs
Support and help maintain the comprehensive risk factor inventory including data sources, transformations, gaps and proxies for MDSS data used in internal capital models in compliance with the Risk Data standards
A bachelor’s degree in computer science, mathematics or engineering. A graduate degree is preferred
3+ years experience as Business Analyst or Business Systems Analyst preferably with prior experience related to market data time series, market risk scenario construction and trading risk system implementation
Clear communication and good organization skills
Logical thinker with the ability to prioritize tasks
Able to work under pressure and interact with several groups simultaneously to investigate issues and resolve problems

Senior Market Risk Analyst Resume Examples & Samples

Candidate needs to analyse and communicate key risk moves and will be required to explain risk moves across the franchise to Senior Management as part of the Weekly Risk Review process. This is also expected to be applied to the various entity and regional portfolios to report to the appropriate Senior Management
Candidate will be representing MRM to Senior Management, presenting analysis and commentary to US CRO (Chief Risk Officer), UK CRO and the Head of Market Risk Management
Responsible for delivery of firmwide risk analysis

Market Risk Analyst Role Resume Examples & Samples

The candidate will have to monitor, understand and analyse the market risk and to support the SRM cluster manager and the NSU team
Advise and drive delivery of tools/methodologies like VaR, sensitivity analysis, scenarios
The candidate might specifically look at the commodites and develop relevant expertise

Market Risk Analyst to the Capital Team Resume Examples & Samples

Identify and analyze market and credit risk across all business areas and asset classes
Work with external groups to present changes in capital and Risk Weighted Assets
Develop tools to better understand and communicate risk concentrations and drivers of risk and capital
Engage and build relationships with colleagues across the firm to identify and develop an understanding of risk issues that could affect the firm
Bachelors degree or equivalent in a quantitative discipline such as finance, economics, mathematics Knowledge of financial products, , including an understanding of risk greek representations
A solid understanding of risk management concepts such as VaR, stress testing and scenario analysis
Strong interpersonal skills and a commitment to teamwork Engage and build relationships with colleagues across the firm to identify and develop an understanding of risk issues that could affect the firm
Ability to prioritize and manage multiple competing objectives
Strong proficiency with PowerPoint and Excel
VBA, R or other programming skills as well as a working knowledge of databases and SQL is advantageous
Understanding of regulatory capital frameworks, such as Basel 3

Market Risk Analyst Resume Examples & Samples

Processing and analyzing all risk measures including Limits, Exposures, Economic Risk Capital (ERC), Risk Based P&L and VaR, etc
Monitoring and explaining the daily/weekly/monthly exposure changes for these risk measures and verifying their correctness. The individual will gain an understanding of the current processes, product knowledge and will be pro-active in
Market risk experience on credit products including knowledge on valuation, risk measurements such as VaR
Very good computer skills including Excel, MS Access
Good VBA and SQL knowledge
Highly numerate and analytical skills
Knowledgeable of financial products, financial markets and risk drivers
Understanding of market & credit risk methodologies, VaR
Must be able to deal with significant amounts of information and data methodically and accurately

Senior Market Risk Analyst Resume Examples & Samples

Advanced degree or professional designation in Finance, Risk Management, or other quantitative discipline
Relevant industry or risk management experience and/or accreditation
Prior Treasury or Asset-Liability Management experience gained at a financial institution an asset
Prior experience with valuation and risk measurement of financial instruments an asset

VP-firm Market Risk Analyst Resume Examples & Samples

Daily analysis of the market risk profile of securitized mortgage trading businesses using tools such as VaR, Stressed VaR, Scenario Analysis, Liquidity Profile, Limit utilization
Real time monitoring of the risk positions against limits and keeping abreast of all the macro and mortgage related market developments
Perform independent analysis of embedded market risks in the traded portfolio or in new trades, conduct deep dive of the various basis risks, and ability to evaluate downside to relevant risk factors
Maintain constant dialogues with trading desk on trading strategies, market development, and limit utilization. Engage with other functional areas like Model Control, VRG, VaR Methodology, & Capital on Valuation Model & Risk estimation, VaR & capital related matters for the scoped products
Communicate key risks to senior management through the weekly, monthly and quarterly Risk Briefing Meetings and Presentations. Supplement risk reports with ad-hoc analysis as needed to communicate the relevant risk succinctly to management
Fluency with SQL, R or SAS, MS Excel, VBA
Excellent academic background, including advanced degree in a quantitative discipline, such as mathematics, sciences, economics, finance or engineering
3-5 years of experience in Market Risk or background with Residential / CMBS products is highly preferred
Strong problem-solving and implementation abilities
Desire to learn and prosper in a highly dynamic environment
The role involves working closely with several other areas (such as Controllers, IT, Research, Model Risk and the Business Unit), therefore the candidate must be able to develop strong working relationships and be able to communicate clearly, both in writing and verbally
The highest level of personal integrity

Market Risk Analyst Resume Examples & Samples

Be involved in the approval of new products, businesses and trading strategies
Be directly responsible for monitoring and reporting risk metrics on a daily basis to senior management, including the Managing Director. In doing so, you will gain exposure to a wide range of businesses and products from around the globe
Interact constantly with the front office traders to ensure that the market risks arising from day-to-day trading positions are fully understood and managed appropriately within the limit framework
Liaise with back office and support staff to ensure that the trading systems adequately represent the risk profile of the trading books, and that risk numbers are reported in an accurate and timely manner
Be immersed in the global financial markets. Understanding what drives financial markets and keeping abreast of market news and trends is vital part of understanding and identifying potential risks
Assess the appropriateness of mathematical derivative pricing models within the context of real-world market conditions
Keen interest in markets and trading
Previous experience in energy markets would be advantageous but not essential
Ability to balance the need to switch between being immersed detailed day to day activity and problem-solving versus managing higher level longer term activities and objectives
Ability to sustain high level of performance under pressure with short deadlines etc
Strong interpersonal and relationship building skills to build strong relationships with clients and stakeholders across all levels
Able to conceptualise, anticipate and articulate emerging issues
Effective presentation skills including strong written communication
Bachelor's degree in Engineering, Finance, Mathematics, Economics or similar discipline

Assistant VP Market Risk Analyst Resume Examples & Samples

In depth knowledge on products and transactions with solid understanding of Risk
Strong background in quantitative financial methodologies (derivatives theory and models, probability theory, Mathematics, etc.)
Expertise in risk modeling and demonstrated ability to adapt new products/businesses. Additional expertise and experience in modeling credit derivatives and other hybrid products, and exposure on VaR methodology and regulatory capital calculation are highly preferred
Organized, detail-oriented, self-motivated and be able to work under pressure
Ability to work independently and/or with a team, adhere to tight deadlines and develop and maintain relationships with all clients
Solid technical skills are preferred, such as risk system/model implementation in VBA, C/C++, or Java programming languages. Knowledge on QuIC, Calypso, Summit, Matlab, R, SciComp etc. are plus
Advanced degree in a quantitative or computational field (Math, Physics, Financial Engineering, Engineering, Computer Science) is preferred

Cib Market Risk Equities Market Risk Analyst Resume Examples & Samples

Regular dialogue with the Investment Bank trading businesses with respect to risk appetite, risk limits and individual large and complex transactions
Analysis of aggregated risks and tail risk exposure with focus on revenue volatility
Monitor risk exposures, understand the factors that drive the risk and P&L on the books, follow market movement/activities affecting positions, highlight and discuss risk changes and top risks
Develop understanding of various exotics products and the key risks associated with them
Be innovative in looking for threats and weaknesses in the risk profile – be pro-active in bringing these to the attention of the trading business and Market Risk management
Get to grips with a complex excel-based exotic derivative pricing environment, trading and risk information systems
Be familiar with Firmwide Stress Initiative process’s and regulatory risk reporting requirements
Help to maintain risk-pack production – front-office client base rely on the team for new analysis and to ensure our middle-office team deliver on a daily basis
Very strong academically; Exposure to calculus, statistics and probability will be a distinct advantage
Elementary knowledge of derivative products will be a plus
Experience of Microsoft products including Excel (to VB level) and Access

Market Risk Analyst Resume Examples & Samples

Quantitative and qualitative analysis of data (including financial analysis)
Prepare and present presentation material
Search for relevant data/information via various sources (i.e.: internet/intranet)
Interact with clients as appropriate
May provide support to policy specialist and risk review team on any credit related matters
May validate asset quality forecasts prepared by LOB¿s
Supervise/manage employees
Function as technical lead for ERM (Enterprise Risk Management) related matters
Have thorough understanding of ERM process for Risk Profile, GRC and CCAR
Oversee efforts and interaction with ERM partners and Economic Capital department
Enhance work flow and data dependencies
Develop in-depth understanding of complex data dependencies and mapping
Recommend enhancements to process and build in proper checks and balances
Work with multiple internal and external partners to implement change
Manage significant projects such as system upgrades and conversions
Interact with technology support and operational support groups
Assure department compliance with SLA for delivery of risk reports
Troubleshoot problems with risk management systems
Identify source of error
Devise plan to correct and prevent recurrence of errors
Monitor corrective action
Enforce market risk policies and limits
Identify breaches of policies
Alert trading management
Monitor return to approved risk levels
Assist Capital Allocation staff and line of business staff to ensure appropriate economic capital attribution for market risk groups
Assist department manager and LOB management is revising Financial Markets Policies
Interact with clients both at subordinate and senior levels
Clearly communicate risk management principles and techniques
Evaluate effectiveness of risk management by traders and trade desk management
Communicate effectiveness of market rate risk strategies and offer specific recommendations to improve performance
Analyze financial risk in new products and plan and execute changes to risk systems to accommodate new products and structures
Assist in internal and external reviews of Market Risk Measurement
3+ years risk analysis experience

Market Risk Analyst Resume Examples & Samples

Perform daily monitoring of valuations, position limits, Greeks, VaR, Stressed VaR, clean PnL etc for Trading Book (namely Foreign Exchange, Commodities, and Commercial Swaps). Report results to Senior Management
Work with Quantitative analyst on computation and delivery of credit risk metrics like PFE, CVA, DVA, Effective EPE for collateralized and uncollaterised counterparties per Basel and Fed guidelines
Ensure compliance to Fed’s Market risk rule (MRR)
Be the point person to perform anticipatory risk management analysis
Perform ad-hoc and monthly stress tests. Perform and enhance CCAR analysis for the trading products
Focus on harnessing Findur capabilities to establish controls of non-hedged trading book
Support all current and future capital market initiatives including drafting of NPIs, upgrades and/or implementation of new systems, maintaining policies and procedures, and establishing risk control
Analyse PnL attribution of the trading books; delve deeper into the risk sensitivities such as vega, gamma etc
Work with Quantitative analyst to maintain and update client PD, and Generic PD credit curves in Findur and develop & implement CVA capability in FX and Commodities
Lead FX aggregator project for risk team
Manage projects like: curve (including basis, OIS, spread, cross-currency) and volatility cube construction
Perform ad-hoc tasks related to testing, data validation, IT, and assume additional responsibilities as required to fulfill departmental goals
Minimum 5 years of related work experience in a combination of derivatives valuation (including complex option structures), market risk metrics (VaR, Stress Test), counterparty risk metrics (PFE, CVA) of FX and IRDs
An undergraduate degree in Finance or Math. A graduate degree is preferred. CFA a plus
Strong knowledge of term structure modeling, and curve, volatility cube (including skews) construction
High Proficiency with Excel including VBA
Solid understanding underlying market conditions and current issues

Market Risk Analyst Resume Examples & Samples

Bachelor’s degree in areas of Finance, Mathematics, Statistics, Computer Science, or Engineering (or a similar quantitative discipline). Master’s degree preferred
Work experience in risk management or trading roles is strongly preferred
Understanding of capital markets products (interest rate, FX, derivatives, etc.) and their “Greeks”
Expert computer skills, including experience programming in Visual Basic and/or other computer languages, excellent command with Excel
Spanish proficiency is a strong plus

Market Risk Analyst Volcker Control Team Resume Examples & Samples

Good experience with Microsoft Excel and PowerPoint skills
2nd Line of Defense for Compliance with Volcker Rule
Control oriented mindset a must. Understanding of risk management preferable
Risk, Front Office control, middle office, audit or control background preferable
Understanding of risk management department (organization/function) preferable

Market Risk Analyst Resume Examples & Samples

Assisting the Chief Risk Officer in setting market risk limits
Performing a daily / weekly / monthly analysis of the P&L and the evolution of the key market risk indicators (VAR, stress, delta…)
Analysing on a daily basis significant and atypical deals
Maintaining the data used for Interest curves
Being proactive and continuously reassessing the market risk environment and adjusting measurement and controls
Working directly with the traders to ensure a sound understanding of business strategy and associated risks
Performing quarterly business reviews to summarize the key changes in the market environment and business strategies
Interpreting possible consequences of macro-economic events and horizon analysis
Providing an independent view and value-adding contribution to enhance proactive risk management
Maintaining and enhance existing tools used to ease market risk analyst processes
Driving systems and process changes to enable high quality deliverables
Performing a monthly check of the data (bond curves, VAR shocks…)
Ensuring compliance with the reporting requirements together with all relevant regulatory and statutory requirements
Acting as a backup on other analyst's daily tasks
Masters degree / DEA / Engineering school graduate
Experience of working in a market risk function
Familiarity with analysis of sensitivities for linear portfolios
Good awareness of interest rate products and related curves
Team player who has the ability to develop and implement solutions quickly
Good knowledge of the various risks indicators (VAR, Stress, delta) and P&L components
Comfortable with programming in VBA
Good knowledge of the liquid bond market on European countries

Market Risk Analyst Resume Examples & Samples

The candidate will primarily focus on servicing the ICAAP Illiquid risk framework submission for the IB NS cluster. The Illiquid risk framework aims at identifying and quantifying extra capital charges not captured under Pillar 1 due to an illiquid feature
The candidate will also provide Market Risk oversight to various UK regulatory project like Firm Data Submission Framework scenarios, sensitivities review and explain changes, optimize the ris capture proposing and escalating needs for optimization
The candidate will have to work closely with line risk managers of IB NS to understand deeply the risks of the IB NS cluster such that the candidate can feedback the Illiquid risk Framework and Firm Data Submission Framework workstream with a risk content
Co-ordinate the risk taking and participate in the definition of a limit framework, especially from a UK illiquid risk perspective
Advise and drive delivery of tools/methodologies to improve the capture of the illiquid risks

VP Market Risk Analyst Resume Examples & Samples

Candidate needs to be analyze and communicate key risk moves and will be required to explain risk moves across the franchise to Senior Management. This is also expected to be applied to various entity and regional portfolios to report to the appropriate Senior Management
Candidate will be representing Market & Liquidity Risk Management (MLRM) to Senior Management, presenting analysis and commentary to US Chief Risk Office (CRO), UK CRO and the Head of Market & Liquidity Risk Management
Responsible for delivery of firm wide risk analysis
In depth understanding of risk measurement frameworks, particularly Value at Risk (VaR), Stressed VaR, IRC and Basel 2.5 Capital models
Solid MS Office skills - Excel at high level a must
A degree-level education (or equivalent) in a numerate discipline – post graduate qualifications within a relevant fields i.e. CFA, FRM, PRMIA would be an added advantage
Proven experience within a market risk department of an investment bank/consulting firm
Solid product knowledge in either one product area or good product knowledge across a diverse range of products

Risk-market Risk Analyst Resume Examples & Samples

Ability to work well in the team
Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
A willingness to take an active involvement in day-to-day activity and flexibility in addressing a number of projects simultaneously
Ability to identify issues, take initiative and operate with limited supervision

AVP / VP-ccar Market Risk Analyst Resume Examples & Samples

Carry out day to day validation of risk information processed by dedicated Risk Data Control Team based in Mumbai
Ensuring complete and accurate risk capture and reporting for all portfolios covered
Management of projects to improve risk capture and reporting, working with other groups like Product Control, IT, Trading
Analysis of risk on daily/weekly/monthly bases and timely communication of key points to senior management

Corp Sector Risk-cio Market Risk Analyst Resume Examples & Samples

Participate in production and analysis of stress scenarios for Comprehensive Capital Analysis and Review (CCAR) and similar forecasting analyses CTC with specific focus on CIO investment portfolios and mortgage servicing rights
Enhance the current forecasting and aggregation processes for CCAR exercises
Contribute to the assessment and control of market risk across portfolios by monitoring existing positions versus established limits, understanding model inputs and resulting risk sensitivities, and analyzing the impact of market movements on the portfolios
Independently identify, elevate and discuss market risk concerns with managers and traders
Work with the risk coverage team globally, establishing guidelines, standards and best practices and play a role in the development and build-out of the risk management process and infrastructure supporting the portfolios
Partner with Front Office, Middle Office, Finance, Valuation Control, Model Review and Development, VaR Methodology and Development, and Technology groups to identify opportunities and areas of concern
1-3+ years of work experience, preferably in Risk Management or related Technology field
Bachelor's Degree or equivalent in Finance, Economics, Math, Science or Technology
Experience with financial modeling and risk analysis; knowledge of mortgage markets desired
Strong communication skills with ability to explain highly technical concepts in practical terms
Deep knowledge of Excel and VBA required; working knowledge of Python useful

Market Risk Analyst Resume Examples & Samples

Develop and advance methodologies on stress testing of market risk metrics such as VaR, Stressed VaR, Risk Weighted Assets, etc. and keep abreast of regulatory requirements on market risk stress testing
Engage in periodic production & review of stress testing outcomes
Create documentation of high standards for internal and external distribution
Contribute to analysis and responding to demands by internal & external stakeholders
Collaborate closely with other teams (such as IT, Market risk control, Reporting, finance etc.) to ensure a timely and effective stress testing of market risk measures

Global Market Risk Analyst Resume Examples & Samples

The role will cover analysis of Citigroup global market risk exposure across all products, portfolios and investment strategies
Monitor and analyse consolidated portfolio and identify and understand its major components
Explain major drivers of risk and returns, analyse trends and explain changes
Develop tools to measure and monitor firm-wide market risk
Produce presentations (regular and ad-hoc) for senior management
Understand implications of systemic risk to Citigroup market risk exposure. Review scenario analysis to assess potential financial impact to Citigroup
Understand economic and regulatory capital frameworks and analyse major drivers
Work with business, risk and finance groups in London and oversees
Experience in market risk related job (risk taking, risk management, risk control / oversight)
Understand standard loss framework measures (VaR, eVaR, Stress VaR, stress test, etc) and risk return metrics
Good understanding of balance sheet, Treasury and investment portfolios
Ability to work with senior management
Knowledge of markets and major information systems
Practical knowledge of data analytics and presentations
Skills in statistical packages (eg R)
Ability to obtain and work with data from multiple sources
Financial modeling, including a range of valuation techniques
Basic accounting will be beneficial
Good and sound understanding of financial markets and Market Risk Management
Good attention to detail and strong analytical background
Knowledge of VaR, its applications and limitations, stress testing and risk capital concept
An undergraduate or postgraduate degree in a quantitative or financial discipline. Additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage

Senior Market Risk Analyst Resume Examples & Samples

Produce complete, accurate, timely reports as relevant per business area (CR, MR, Capital)
Management of a team of ENOs located in Poland COE who will be performing Reporting and Analytical activities on Market Risk for both FID and Equity Clusters
Production and distribution of complete,accurate and timely market risk reports including investigation and analysis of exceptions, data integrity and methodology issues
Reporting and performing validation checks on VaR movements. This will involve providing commentary upon evaluation and analysis of market risk exposures by employing statistical and other approaches
Day-to-day management of the team’s overall Book of Work (BoW), including prioritization and project management of deliverables, including defining business requirements to support the team’s activities. To participate in the roll out of enhancements in risk systems, processes and data feeds

Market Risk Analyst Resume Examples & Samples

Bachelor’s degree or equivalent in quantitative subjects such as Business, Finance, Engineering or Mathematics
Minimum – 1-3 years of experience in finance and risk management
Basic understanding of capital markets and investments products
Good knowledge of fixed income instruments and portfolio , risk / return metrics, benchmarks
Strong analytical and risk analysis skills
Strong presentation skills to create presentations for Seniors
Enjoy working with others in a team atmosphere
Ability to learn new concepts and techniques quickly
Ability to work independently and multi-task, with a strong attention to detail
Flexibility to work additional hours on an as-needed basis to meet deadlines

Market Risk Analyst Resume Examples & Samples

You will be an integral member of the Market data team within the global Market Risk Management team (MRM)
Within a strategic regulatory initiative you will be assisting the team in reviewing, validating and, where necessary, remediating market data across various asset classes
Cover all stages of the review process, including identification, thorough investigation, as well as discussing and agreeing solutions with relevant stakeholders and coordinating its implementation
Extensive knowledge in market risk and financial markets
Proficiency in one or more asset classes
Good analytical skills and the ability to question existing processes in a tactful manner
Previous experience with and proven understanding of best- practice market data architecture and data flows
Confident handling and manipulating large quantities of data with accuracy
Good knowledge of market risk management
Strong communication skills with ability to articulate complex issues to management as well as collaborate with various stakeholders across the bank, including IT
Proficiency in excel, VBA and/or other programmes
Knowledge of Banking terminology and Market Risk processes beneficial
Good eye for detail, numerically literate
Able to work on autonomous basis and as part of a team
Able to cope well under pressure and tight deadlines
Comfortable working in an international environment

Market Risk Analyst Resume Examples & Samples

Managing development and implementation of risk systems
Regulatory change and coordination, establishing policies covering market risk, credit risk and operational risk
Graduate or Post-Graduate in Finance/Statistics/Engineering /Economics

Market Risk Analyst Resume Examples & Samples

Provide regular project status updates to senior Management and Project Stakeholders for all active projects
Keep an inventory of new project requests under assigned asset class/set, engage business and Risk Management stakeholders in priority discussions for all new project initiatives
Built knowledge across given asset class & various regulatory frame work
Moderate project status meetings to discuss progress
Complete, maintain and review project plans for the project implementations
Complete Project'sTest Requirements Documents
Complete User Acceptance Test (UAT) plans, perform and coordinate UAT tasts
Obtain approvals for requirements documents, test plans and test results from the business owners and stakeholders
Perform reconciliations between UAT and PROD data, explaining differences and liasing with FO-IT to discuss any unexplained variations
Maintaing project issues lists, follow up on open items to resolution
Participate in internal process reviews and support enhancements to improve internal controls and team’s efficiency increase
Demonstrate strong awareness of the group's processes and procedures
Understanding of Market Risk measures: sensitivities, VaR, Stress Testing
Ability to interact at a senior management level across Risk Management, Technology and Front Office
A broad knowledge across financial products and asset classes and their use in the risk management arena
An understanding of how capital regulations impact risk
2+ years in Risk/Technology/Banking role
Basic understanding in key asset classes (Rates, F, Credit Trading, Equity)
IT / Excel / Access / Oracle / SQL / VBA (Product modelling / quant skills optional)
Sound judgement and decision making skills
Project Management skills are desirable
Candidate must be a team player with strong verbal and written communication skills
Candidate must be a proactive and motivated individual, able to work across various teams and organizations; and able to multi-task to work on multiple initiatives concurrently

Market Risk Analyst Resume Examples & Samples

Identify and monitor systemic risk developments
Develop methodologies to assess the probability of risk events
Estimating the sensitivity of deposit rates (for different business lines) to market rates
Quantifying the margin posting of Citi’s derivative hedges in response to rate and credit shocks
Masters degree or higher in quantitative field such as statistics, economics, business finance, or mathematics. Some work experience preferred
Good written and oral communication skills are required, ability to present work in a formal and understandable format, bringing groups of people to consensus
PCs, SAS, Microsoft Office Suite, and general office equipment
Must demonstrate ability to successfully engage in multiple projects
Candidates should be strong quantitatively, naturally inquisitive, organized, and able to work both alone and as part of a team

Market Risk Analyst Resume Examples & Samples

Monitor, measure, analyze and report the market risks and limits of ING Bank
Maintenance of models to properly reflect changes in market environment as well as deliver ad hoc analysis on a wide variety of market risk management topics
Responsible for pricing, valuation, and behavioral analysis of all Balance Sheet products in order to ensure a fully integrated risk analysis
Develop, implement, and maintain risk management technology capable of collecting and analyzing balance sheet data. This includes working with other areas to integrate modules/assumptions related to credit risk, FTP, deposit analysis, prepayment back-testing, etc
Knowledgeable selection and application of interest rate modeling choosing from the available choices. Maintaining knowledge of the academic state of the art and theory behind this area of financial theory and understanding the limitations of a particular modeling choice are required
Keep abreast of all interest rate risk regulations with respect to Italian and European regulators. Proper implementation of compliance monitoring relative to these measures is required

Market Risk Analyst Resume Examples & Samples

Fluent in English and Mandarin
Knowledge in accounting/finance/markets topics
Knowledge in market risk topics is a must
Knowledge in Excel VBA is preferred
Capability to communicate and work under time pressure

Market Risk Analyst Resume Examples & Samples

Develop and maintain understanding of data relevant for liquidity risk management
Perform liquidity risk portfolio and stress scenario data quality reviews
Coordinate work with business and technology partners to improve systems and data standards
Execute strategic project work
Build and maintain automated reporting output using multiple available technologies
Prepare materials for senior management briefings
Design and construct tools, especially for creating process efficiency and data automation
Strong communication and problem-solving skills
Desire to bring ideas and solutions into reality
Risk management or financial product knowledge, or motivation to learn
Proficiency with a range of technologies; SQL, VBA, Excel, Business Objects experience helpful
Funding/liquidity management, risk, or financial technology-related experience

Market Risk Analyst Resume Examples & Samples

At least 2 years of relevant risk management experience. Experience working in the banking industry
Experience within Market Risk - preferred
Global Markets products and or process knowledge
Strong communication skills in English
Demonstrated experience with ability to influence and drive decisions
Demonstrated ability to work with technology to communicate requirements and ensure delivery of those requirements
Ability to establish and maintain relationships and partnerships with the LOB

Market Risk Analyst Resume Examples & Samples

Follow up on reconciliation breaks in a timely manner
Develop an understanding of market risk factors that affect VaR, market risk limits, & stress testing
Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citigroup’s market risk sensitivities and calculations provided for CCAR and Volcker reporting
Market Risk knowledge- factor sensitivities (Greeks), Value at Risk methodologies
Experience working in a fast paced environment with daily deadlines
Excellent people skills: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers
Degree or post-graduate Qualification: Bachelors/MBA/Masters/PhD/Finance/Accountancy/Other

Market Risk Analyst M/F Resume Examples & Samples

Monitor the risks in compliance with applicable regulation and internal policies and in accordance with the risk appetite defined by the Asset and Liability Committee (ALCO)
Build and report a coherent overview of the risks, analyze the risks using appropriate measurement and management tools, and make appropriate recommendations to ensure the continuing alignment between risk taking and risk appetite, taking fully into account changes in the market environment and the company's own resources
Support the Retail Banking and Commercial Banking businesses - including also Real Estate Finance (REF) and Commercial Finance - and Bank Treasury in dealing with their risk management issues
Develop risk models, analyze portfolio data, design and automate tools for risk measurement and risk reporting
Knowledge of market risks (calculation methods and regulations regarding interest rate, FX and liquidity risks)
Knowledge of finance
Knowledge of financial products, associated risk and market developments
Ability to develop risk models
Knowledge of IT tools and programming skills (VBA)
Knowledge of activities and products of commercial bank
Knowledge of QRM (ALM system)

Market Risk Analyst Resume Examples & Samples

Degree in Finance, Statistics, or Mathematics
A minimum of 2-years professional experience in product control or market risk function
In-depth knowledge of fixed income markets with good understanding on the mechanics of financial products typically on risks and P&L treatment
Proficient in Microsoft Excel, VBA programming, and database application (MS Access, SQL, Sybase)
Excellent team player and ability to work under pressure in meeting deadlines
Excellent communication skill in both English and native Chinese language

Market Risk Analyst Resume Examples & Samples

Analyze positions and portfolios of BBVA Compass entities with respect to market risk and CCR exposures across broad range of portfolios and products. Compute positions and risk sensitivities; analyze P&L results; investigate and report limit breaches
Ensure correct end-of- day pricing of positions through continuous monitoring of quality, timeliness, and consistency of market inputs
Calculate stress testing, back-testing, and P&L attribution of the assigned portfolios and monitor data integrity of risk and front office systems by performing periodic reconciliation
Where applicable, calculate and report Economic and Regulatory Capital for market and credit risk
Produce daily, weekly, and monthly reports, including: o VaR and Economic Capital, Alerts and Sensitivities analysis o Credit Exposure Reports o Stress Testing and Backtesting reports. o Swap Dealer-related reporting o Other periodic reports produced for regulators and Senior Management
Participate in the development, approval and implementation of new products, with focus on (but not limited to): energy and interest rate derivatives, foreign exchange, and medium-term notes programs; and
Participate in model validation reviews, internal/external audits, and internal control reviews by providing necessary information and reports
Bachelor’s degree in the area of Finance, Mathematics, Statistics, Computer Science, or Engineering (or similar quantitative discipline). Master’s degree preferred
Market Risk Analyst Level DOE** o **Market Risk Analyst:** 2-4 years’ experience in market risk, counterparty credit or similar risk management unit. o **Market Risk Analyst II:** 4+ years’ experience in market risk, counterparty credit or similar risk management unit. o **Market Risk Analyst III:** 7+ years’ experience in market risk, counterparty credit or similar risk management unit
Understanding swaps, options, and other derivatives products (commodities, interest rate, FX, etc.) and their “Greeks”
Experience in an energy / commodity trading unit a strong plus
Proven ability using Microsoft Office tools for reporting with expert skills analyzing data in Excel (knowledge of VBA and other programming languages is a strong plus)
Spanish proficiency is astrongly preferred

Market Risk Analyst Resume Examples & Samples

Provide Hierarchy support for inquiries and production of metrics as determined by the management team
Execute reconciliations and other internal controls as determined by the management team
Complete requests from Market Risk Management and DARC management
Develop an understanding of Market Risk factors that affect VaR, market risk limits, & stress testing
Use data quality tools such as data profiling to determine broad data issues impacting Regulatory reporting and follow up with appropriate contacts
Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citigroup’s market risk sensitivities and calculations provided Regulatory reporting
A high competency level with MS products: Access/Excel/ PowerPoint
Ability to work with various organizations
Ability to work on various projects

Market Risk Analyst Resume Examples & Samples

Assist in the preparation, coordination and production of stress test results with regards to regulations
Be part of the Market Risk stress testing teams for the management and the delivery of responses to regulatory queries following enterprise-wide stress exercises
Form part of the team that is the main point of liaison with Market Risk for stress testing questions coming from local regions and regulators
Contribute to the production of group stress testing results for internal risk management purpose
Be part of the calculation of VaR (both Monte-Carlo and Historical Simulation), sensitivities (Greeks) and IRC
Drive process improvement
1-3 years experience within financial services
Deep understanding of market risk FX ORcredit derivatives
Good knowledge around options and how they are priced
Experience within a stress testing environment
Competent knowledge of financial markets
Highly educated with a Master's degree minimum
Proficient skills in VBA and SQL
High mathematical capabilities
Good stakeholder skills

Market Risk Analyst Resume Examples & Samples

Analysis of risk profiles and relevant risk metrics to make transparent any portfolio risks (VaR and Stress testing), various position risks, portfolio and country specific stress scenarios
Creating transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice
Understanding of the quantitative pricing and risk management models, their risk drivers and the impact on reported trading P&L and risk measures. A particular focus will be the assessment of special market conditions and how they affect risk dynamics and could give rise to potential portfolio tail risks
Responsibility for the analysis and approval of new or unusual trades & innovative structures as well as new business initiatives prior to trading
Enhancing the risk control framework and participation in corresponding projects in order to accommodate product innovation and regulatory developments

Market Risk Analyst Resume Examples & Samples

Bachelor’s degree in areas of Economics, Finance, Mathematics, Statistics, Business, or Engineering (or a similar quantitative discipline). Practical experience in risk management or trading roles is strongly preferred
Proficiency in Murex and Algorithmics is strongly desired
Expert computer skills, including experience programming in Visual Basic and other computer languages, excellent command with Excel
Knowledge in Volker rule and Reg YY is highly desired
Spanish language proficiency is desired

Market Risk Analyst Resume Examples & Samples

Daily production of market risk reports and ensuring that data and reporting is communicated to front office and senior management
Working with risk managers to aid in the adjustment and analysis of raw data
Flag up and create solutions for reporting issues in BAU functions
Prepare report packs for various levels of senior management
Use programming skills to assist in the development of automating the manual reporting process
Knowledge of VaR, sensitivities and other market risk measures
Deep knowledge of financial product across asset classes: interest rates, credit, equities
Proficient in VBA and/or C++
Minimum 2 years experience

Market Risk Analyst Resume Examples & Samples

Providing quantitative and qualitative justifications for modelling choices, data selection, reliability of model inputs including risk sensitivities and market data
Validating model choices by theoretical proof and support them with empirical evidence (e.g. statistical analysis of historical market data or back-testing)
Identifying model limitations and quantifying impact of parameter uncertainty
Constructing market data time series when data is unavailable, including investigating filling algorithms to cope with missing/inadequate market data
Quantifying VaR impact arising from the use of market data proxies, illiquid market data, risks-not-in-value-at-risk (VaR), model limitations, or changes in methodologies
Keeping abreast of the latest development in the internal model risk policy and governance, external regulations, rules, and supervisory guidance for market risk models, and be responsible to keep both those models as well as development processes in full compliance to these requirement
Regularly reassessing the effectiveness of current methodologies and the integrity of both the market data as well as other static parameters used to cover both recent and/or stressed historical windows through the monitoring of hypothetical portfolios

Market Risk Analyst / EM / FX Products Resume Examples & Samples

Identify and succinctly summarize pertinent risks to the asset class portfolios
Work towards an effective solution in capitalizing risks
Stress testing analysis, explain and specifications
Provide analytical support to Risk Managers to facilitate risk management / business decisions
Contribute to methodological enhancements, including qualitative impact analysis
Deliver analysis and explains on impacts to RWA resulting from FRTB

Market Risk Analyst Resume Examples & Samples

Mitigate interest rate risk on the bank's retail and wholesale activities
Form part of the Market Execution team & execute external transactions as required (MM, cash, repo & swaps)
Daily sign off of derivative P&L & market pricing of all ITP flows
Substantiate derivative related collateral calls and provide Pv01 analysis in order to minimise collateral requirements
Investment of rate insensitive assets and liabilities & develop supporting analysis and MI
Good knowledge of ALM techniques and practises
Good knowledge of market risk, hedging and funding instruments, including interest rate swaps, options and issuance
Good understanding of NII, market value, earnings at risk, value at risk and exposure to ALM simulation packages
A good working knowledge of Retail banking products preferably in a Treasury environment
Good understanding of macroeconomics and drivers of balance sheet performance

Gf-market Risk Analyst Resume Examples & Samples

Strong analytical skills and good attention to details
Hard Working
Quick thinking and detail oriented
Good computing skills essential, including general business applications (e.g. Microsoft Office), programming experience (e.g. Visual Basic) and database and/or advanced spreadsheet use

Market Risk Analyst Resume Examples & Samples

Responsible for reporting and monitoring of Treasury and Global Markets market and liquidity risks on a daily basis according to prescribed Market Risk Policies
Produce market risk reporting in a timely and accurate manner, ensuring correctness
Develop and improve MI reporting and where required use computer code to make reporting more efficient where needed. Perform necessary steps to ensure the data integrity of market risk reporting
This function will assist in the development and implementation of policies and procedures to measure and monitor market and liquidity risks by legal entity and across the EMEA region
Treasury and asset and liability management experience
Understanding of financial markets; asset and liability management and investment portfolio management: FX, fixed income and money market trading and investment instruments, and the detailed process by which market and liquidity risks are measured and monitored
Excellent knowledge of MS Excel, MS Access and MS Word (ideally including VBA and SQL)

Market Risk Analyst Resume Examples & Samples

Work with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Work with senior risk managers in Volcker compliance program
Develop and maintain an appropriate independent market risk limits framework with applicable limits and triggers
Independently monitor business compliance with the firm’s market risk-related policies
Assist in credit product and muni product risk reporting and limit monitoring
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Actively participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and determine appropriate follow-up actions
Actively participate in the ongoing development, implementation and upgrade of risk systems
Small BAU tasks/projects which constitute direct integration with trading businesses and market in general, a fantastic learning opportunity for credit market and products
Well defined mid to long term projects in working with senior mentors that require technical skills and strategic planning, enabling development in analytical capacity and critical thinking
Graduating risk analyst with
Natural curiosity, intellectual capacity
Quantitative inclined
Good in excel/VB, technical confident
Graduating risk analyst with outstanding performance review
An undergraduate or postgraduate degree in a quantitative or financial discipline
Sound computing skills essential, prior programming and/or database management experience a plus
Advanced interpersonal and communication skills given the need for frequent interaction with senior management across both business and control functions

Junior Market Risk Analyst Resume Examples & Samples

Credit risk reporting
Ensure reports are uniform, aim to get synergies across all verticals / streams
Sanction report release

Market Risk Analyst Resume Examples & Samples

The candidate will be a part of the Europe Rates team with an opportunity to rotate between Short-Term Interest Rates Trading (STIRT), Swaps, Inflation and Repo trading desks providing exposure to a wide spectrum of linear interest rate products and their derivatives
The candidate will also have an opportunity to work on quantitative/data mining/modelling projects across a wider Global Rates team along with the BAU responsibilities
As part of the BAU the candidate will be responsible for

Senior Market Risk Analyst Resume Examples & Samples

To continue the development of the systems and processes in place for the measurement and monitoring of market risks in primarily, but not limited to the FIC business in Toronto, and globally, as part of a team
To analyze and report on the ongoing risk profile of specific parts of the FIC business, and maintaining a continuous awareness of issues affecting the FIC markets and their related derivative markets
Work closely with the different parts in CMRM and RM to facilitate effective dissemination of risk information to Senior Business Managers, linking Market and Credit information
To work closely with the Technology and Business Support groups in ensuring the continued development of comprehensive processes to capture and download market risk data for firm-wide consolidation, and ensuring the integrity of this data
To proactively contribute to the evolution of limit design and monitoring processes, working in ad hoc teams with other professionals within CMRM to provide strategic and innovative thinking
To provide conceptual thinking ability that can be effectively communicated
To evaluate data flows of risk information and identify opportunities to streamline CIBC’s Risk Capture processes
To work on various projects (deal booking, valuation, risk modeling, market data…) to enhance market risk capture, implement new risk systems, and explore difference between risk models and methodologies
The incumbent will also be in charge with providing effective support for the risk measurement of FIC business and providing ad hoc reports/analysis

Senior Market Risk Analyst Resume Examples & Samples

Monitor areas including: variation, margin, large trader, Globex account position accumulation, stress testing, OTC trade activity, cross margin, concentration risk, expiration risk, credit limit
Review products and determine adequate margin coverage for each product as well as any margin offsets to provide to the market based on the risk characteristics of the positions. Combinations are based on individual products, intra and inter-product. Review and provide detailed rational for either current margins or margin changes
Provide customer support for those looking to gather information on their current margins, what their margin changes would be and how to use our margining tool called PC-Span. Ability to answer general Clearing House related questions based on department knowledge and ability to help customers in a timely manner
Prepare, coordinate, attend, and record all information that pertains to risk reviews that are applicable to their firms for a given year. Monitor the risk practices of each of the Clearing House's FCM counter parties with both FCM senior management and CH senior management
Produce timely reports based on a variety of request from Clearing House senior management. These reports can be product, asset class, FCM or customer specific
Retrieve, analyze and present to CH senior management any data requests that the CFTC has before the information is presented to the CFTC
2-3 years of risk management or other financial related field, depending on education

Senior Market Risk Analyst Resume Examples & Samples

Responsible for reporting and monitoring of Corporate Treasury and Markets Group market and liquidity risks on a daily basis according to prescribed Market Risk policies. Produce market risk reporting in a timely and accurate manner, ensuring correctness
Investigate market risk limit issues within the risk systems and with the manager
Interact with front office and back office to investigate and document any limit excesses in compliance with prescribed policies
Produce periodic risk reporting for senior management review, and to support financial and regulatory disclosures
The role requires a thorough understanding of financial markets; asset and liability management and investment portfolio management: FX, fixed income and money market trading and investment instruments, and the detailed process by which market and liquidity risks are measured and monitored
Understanding of interest rate risk (re-pricing risk, yield curve risk, basis risk and optionality), credit spread risk and Forex risk (net open, forward FX risk)
Understanding of historical VaR models, NII sensitivity, PV01 & CS01 sensitivity
Excellent knowledge of MS Excel, MS Access and MS Word (including VBA and SQL)
Experience of risk systems and back office/support systems
Ability to communicate effectively and persuasively (oral, written)
Decisiveness and the ability to make rational judgements
Master’s degree in a numerate discipline required
3-5 years’ relevant experience required
Treasury or asset and liability management experience preferred

Market Risk Analyst Resume Examples & Samples

End-to-end process of collating market risk data for measurement, analysis and subsequent reporting to senior management, regulators and traders as well as other downstream users
Creation of new Market Risk Reports and updating of existing Market Risk Reports to accurately report the New Group Reporting Structure
Working closely with the Business, IT Departments, Controllers, Operations and your counterparts in other regions as part of a Global Team. Build a strong relationship with our key senior stakeholders in Equity MLRM ensuring requests are completed on a timely basis
Minimum 1-2 years experience in market risk/market risk control/reporting function/previous experience with market risk systems is desirable
Broad knowledge of financial products, financial markets and risk drivers
IT Skill/programming languages/software: Strong Excel ideally with VBA, pivot tables and ability to understand and write excel formulae

Market Risk Analyst Resume Examples & Samples

Risk management oversight for CVA
Review and approve transactions for dynamic hedging
Drive projects to improve accuracy of measurement of CVA
Overseeing and ensuring the integrity of the risk monitoring process
Review and approve risk framework for CVA for risk-taking units
Monitor compliance with risk limits/triggers
Frequent interaction with Financial Division to understand sources of CVA variation
Interaction with Model Validation, Risk Analytics and Financial Control to ensure robustness of methodologies and models
Interaction with ICG Market and Credit Risk Managers to improve accuracy of regulatory and management reporting
Interaction with regulators and auditors
In-depth understanding of product characteristics, pricing methods and hedging techniques for vanilla and exotic interest rate, FX and credit derivatives
Similar understanding of other derivatives will be an advantage
Knowledge of the credit processes and infrastructure within the firm will be useful
A background in trading, risk management or structuring would be a strong advantage
Familiarity with the requirements of the counterparty risk and/or trading book submissions in CCAR would be a strong advantage
Good computing skills essential: specifically advanced spreadsheet and PowerPoint use
Programming/modelling experience would be an advantage
Experience of large-scale technology project implementation and/or management would be an advantage

Market Risk Analyst Resume Examples & Samples

Masters in finance
1 year experience in finance/risk reporting
1 year experience in project management

Market Risk Analyst Resume Examples & Samples

Serve as GE’s primary internal resource for conducting open source research into the political, reputational, legal, and compliance risks associated with all manner of GE commercial and government partners
Work with 3rd party risk management companies in crafting strategies for undertaking comprehensive investigations of local partners and other entities
Work closely with the GE Africa General Counsel, Chief Compliance Officer, and Government Affairs Leader on a wide variety of ad-hoc research tasks covering markets across the sub-continent
As requested, produce political risk analyses pertaining to key markets in sub-Saharan Africa
Work closely with GE’s respective business units in identifying potential new market opportunities in both established and potential growth markets
Help the Security & Market Risk Leader, Government Affairs, and Public Affairs teams define and implement a thought leadership agenda for GE Africa
Master degree required. Concentration in international affairs, politics, security studies, economics, or similar field
At least 3-5 years’ experience in corporate investigations, political risk analysis, public policy research, journalism, or a related field
An understanding of how to identify potential money laundering activities, shareholder "fronting and other corrupt behaviors. Familiarity with structuring of corporate entities in opaque legal jurisdictions
Excellent analytic writing & briefing skills are essential
Professional fluency in English is required
Proficiency in a 2nd language – particularly French or Portuguese – is highly desired

Senior Market Risk Analyst Resume Examples & Samples

Practical in-depth experience in the risk function preferably in a physical commodity trading environment
In-depth experience working with VAR, stress testing models, preferably in physical commodities trading
Demonstrate strong understanding of commodity risks, interest in commodity markets and risk management
Strong grasp of quantitative finance concepts
Adaptable and well-rounded individual, team-player and able to lead and influence
Advanced Excel skills, VBA
Matlab or R
Basic SQL

Senior Market Risk Analyst Resume Examples & Samples

45% Risk Control
25% Risk Reporting & Analysis
10% Global Processes
20% Projects
At least 2 years of experience in market risk reporting/ analysis in a physical commodity trading company involving participation in risk measurement processes such as stress-testing and value-at-risk analysis as well as working with commodity traders and dealing with commodity trading strategies
Advanced Excel skills required – formulas, pivot tables, power pivots, range names, arrays, functions, conditional formatting, macros (VBA)
R, or Matlab

Market Risk Analyst Resume Examples & Samples

BSc Degree or equivalent (or higher) in a numerate subject
Solid technical writing skills and ability to articulate complex key concepts to non risk-expert audiences
Solid analytical skills with great attention to detail, solid controls mindset and willingness to proactively investigate issues and develop solutions (both tactical and strategic)
Advanced Excel skills backed by extensive working experience
Ability to handle large data populations
Establishing, developing and automating processes, procedures and controls
Proven experience within a Market Risk department of an investment bank / consulting firm, preferably within the analysis area
Good understanding of multiple asset classes (i.e. Equity / FX / Commodities / Rates / Credit / Securitized Products), including risk and valuation
Good understanding of financial derivative instruments, including use, valuation and risk

Market Risk Analyst Resume Examples & Samples

Analyzing the results of scenarios and stress tests, using knowledge of markets and risk exposures to construct new scenarios and interpret results. Working closely with the Risk Infrastructure team and IT, to ensure that key scenarios are produced on a timely and accurate basis
Working independently as well as with Research and IT groups to develop and implement new risk analysis tools and measures. This includes working with Front-Office Strategists and IT to implement reliable and accurate stress testing methodologies for all products
Working independently and with Reporting groups to enhance the quality of stress testing risk analysis communicated to risk managers, business units and senior management
P&L analysis including identification of key drivers
Involvement in regulatory projects such as FDSF
Candidates will be expected to show good judgment of risks and an understanding of risk areas covered, in particular Fixed Income, Equities and CVA, including markets, models and products
Strong IT skills are required to facilitate data analysis. Knowledge of SQL, R, Excel, Matlab and VBA would be beneficial
The role involves working closely with several other areas including IT, Risk Infrastructure, Model Risk and the Business Unit, therefore the candidate must be able to develop strong working relationships and be able to communicate clearly, both in writing and verbally

Risk GM Market Risk Analyst Resume Examples & Samples

Equity products
Market risk analysis
Stress Test definition and analysis
Regulatory topics impacting Market Risk
Risk systems including MRX, Risk Navigator

Market Risk Analyst Resume Examples & Samples

In-depth understanding of treasury activities, particularly structural interest rate management, liquidity and discretionary market risk management
A strong knowledge of financial engineering and interest rate and term structure modelling is required
Familiarity with Basel Standards for managing Interest Rate Risk in the Banking Book
Direct interest rate modelling experience. At a minimum, strong understanding of Vasicek, Hull-White, CIR, Black-Karasinski and Libor Market models and implementation / simulation in binomial or trinomial trees
Experience within the Risk Management Function of financial services industry is a definite asset
Experience with monte carlo simulations and calculation of VaR and CTE measures
Experience with Economic Capital Modelling and ICAAP is an asset
Proficiency in programming SAS,Matlab or C++ is a requirement
Strong preference will be shown to candidates that have successfully completed the FRM designation
Previous experience within a Treasury function is an asset
Developing interest rate risk models for measuring risk in the bank’s Net Interest Income (NII) and Economic Value of Equity (EVE) based on the duration and cash flow profile maintained by the Treasury function in banking book
Regularly calculate VaR measures for NII and EVE and monitor the banks exposure against its established risk appetite (leverage both historical and monte carlo simulation approaches)
Regularly review the risk appetite for interest rate risk in the banking book
Review and challenge assumptions underlying asset and liability management in the banking book as well as the assumptiosn and practices for liquidity risk management, ensuring that the bank is complying with industry best practices and relevant regulatory guidance
Work closely with the VP of Integrated Risk Management in assessing and quantifying Economic Capital for Market Risk and developing appropriate stress scenarios for ICAAP
Maintain and regularly update calibrations of models of interest rate term structures with market data
Evaluate credit spread risk in the banking book arising from adverse changes in default and liquidity risk premiums
Support to embed risk and compliance awareness into the overall Bank mindset and operations

Market Risk Analyst Resume Examples & Samples

At least 2 years of relevant experience in risk management and familiar with market risk management concepts and systems
Meticulous, versatile and possess good interpersonal skills
Able to work independently with minimal supervision and to liaise with key stakeholders

Senior Market Risk Analyst Resume Examples & Samples

At least 5 years of relevant experience in risk management and familiar with market risk management concepts and systems
Well versed with common Treasury Financial products, knowledge of Structured Product is a plus
Proficient with Excel and possess good knowledge of excel VBA

Market Risk Analyst Resume Examples & Samples

Produce daily market risks analysis and reporting for the desk’s positions, analyze results, explain large moves and develop and maintain VBA tools to increase job efficiency
Produce daily pnl and income attribution, explain major contributors to pnl and develop processes to automate tasks where possible
Challenge existing processes, identify sources of inefficiency and develop original solutions
Respond quickly and effectively to ad-hoc requests from traders to develop new processes to identify/quantify risk, test new models etc…
Perform analyses of the daily risk usage reports. This includes reconciliation and investigation of data/position anomalies
Provide sufficient and timely market risk analysis of various business proposals and one-off transactions
Assist with the independent validation of various valuations and risk analytics of back-office systems
Provide support and information for various auditors and regulators
1 – 3 years of experience as an analyst within a Market Risk and/or Product Control department at a large and complex financial institution
A solid understanding the Fix Income derivatives products
Very strong computer skills particularly VBA
An understanding of risk based PL, risk sensitivities and their impact on PL
Experience with SG Risk and PL tools would be a plus (Agreg, Agora, Highway, Cockpit, etc …)

Senior Market Risk Analyst Resume Examples & Samples

Excellent commodities derivative product knowledge
1-9 years of related experience
Proficient in Excel VBA
Strong quantitative and problem-solving skills
Comfortable working independently and in a team environment

Market Risk Analyst Resume Examples & Samples

Bachelor or higher in quantitative field, e.g. math, physics, etc
Two to four years’ experience in counterparty credit risk modeling with both real world and risk neutral approaches
Experience in OO Programming, preferably C# or C++
Familiarity with modeling/data mining (SAS, MATLAB, R or similar) is desired
Fluency with MS Office tools
Working knowledge of relational databases including SQL Server is desirable
Ability to build productive working relationships with other IT groups, business users and support teams
Ability to drive requirements discussions and influence business partners
Excellent problem solver
Excellent communication skills in both formal and informal settings & ability to interact as part of a global team (written and verbal)
Essential knowledge: General understanding of basic counterparty credit risk management principles; and specific product knowledge of any of the following: FX, commodities, debt products, credit derivatives, other derivative products
Nice to have knowledge: General understanding of the finance markets and environment; willingness and capacity to learn complex financial concepts

Mortgage Market Risk Analyst Resume Examples & Samples

Perform independent analysis within quantitative risk systems and evaluate the effectiveness of risk management practices, ensuring sound risk management, regulatory compliance, adherence to policies and procedures, and the timely resolution of identified issues
Interact with senior leaders and subject matter experts in the areas of market risk, mortgage banking related assets and financial instruments valuation
Effectively challenge the business line’s processes, risk management practices, and policies with well supported analysis and actionable conclusions
Review and evaluate policies, procedures, and practices against regulatory guidance and/or best practices
Develop well written risk management assessments regarding the risk management practice for MSR and pipeline portfolios
Bachelor’s degree in Finance, Economics, Math or Engineering
Strong understanding of risk management and mortgage banking related concepts
Seven years relevant experience with one or more of the following: fixed income analysis, market risk management, financial instruments modeling and/or valuation
Professional designation such as CFA, FRM or equivalent
Strong skills in Microsoft Excel, Access. Programming experience with VBA a plus
Extensive knowledge of financial analysis concepts and methodologies
Knowledge of banking regulations as they apply to the management of mortgage banking businesses
Ability to express ideas and criticisms succinctly and support changes to existing processes to improve risk management effectiveness
Strong presentation and written communication skills, able to present results to a range of audiences, including senior management

Market Risk Analyst Resume Examples & Samples

Individual will perform independently, or lead a project team, for a broad range of quantitative credit risk analysis projects to support commercial loan lines of business, including scorecard development and validation, modeling default frequency, rating migration, exposure at default, loss at default and stress-test modeling
Facilitate implementation of quantitative models within the bank organization. o Individual will also support CCAR, Basel II/Basel III and Dodd-Frank compliance, economic capital calculation, and credit portfolio modeling and analytics
Working knowledge of SAS or other advanced statistical/econometric analysis software
Proficiency in the use of Microsoft Office with advanced experience in Excel and Access. o Ph.D. and Master’s degree in economics, finance, mathematics, statistics or other quantitative field
One or more years experience in quantitative credit risk modeling
Proficiency in a programming language such as C#, Java or VB. Skills Required
Relational databases and SQL programming
Prior experience using credit portfolio analysis software such as Portfolio Manager, Risk Frontier and PPR Compass
Ability to solve mathematical models analytically
Ability to simulate mathematical/statistical models
Demonstrated ability to effectively communicate (verbal and written) analytical results and experiences to a diverse audience
Ability to manage a project team

Market Risk Analyst Resume Examples & Samples

Analysing, identifying, quantifying and monitoring all market risks for the G10 Global Business Line
Running stress tests and producing first analysis
Producing and analysing the Reserves and MAP review corrections
Producing analysis on Exceptional Transactions (ET)
Maintaining adequate knowledge of the models used on their perimeter
Contributing to risk calculation methodologies and risk algorithms (VaR, etc.) testing and reviews
Contributing to market risk limit reviews
Contributing to all process industrialisation
Previous experience working in market risk, trading, quantitative research or in a model validation team in a financial services firm

ALM Market Risk Analyst Resume Examples & Samples

Identifying, assessing and monitoring interest rate risks related to banking book business activities, such as Net Interest Income (NII) and Economic Value of Equity (EVE)
Maintaining active dialogue with business units, treasury, risk management colleagues, and other groups regarding business strategies, risk representation, and limit compliance
Collaborating with senior business professionals in enhancing planning, stress testing, and limit setting
Innovating ways to identify key risks/concentrations and implement processes to actively monitor these risks
Communicating results of analyses with relevant stakeholders
Preparing and presenting briefings to senior management, Boards, and Regulators on key risk issues on a regular basis
Liaising with Treasury, business personnel and risk managers to ensure the appropriateness of the representation of interest rate risk
Strong understanding of interest rate risk and financial products
Strong IT skills are required to facilitate data analysis; competence MS Excel, VBA and SQL is required
Excellent communication skills for written, graphical and verbal presentation, with high competency in PowerPoint
Excellent academic background, preferably with a degree in business, finance or a quantitative discipline
Previous experience working in a treasury or a risk department is advantageous

Junior Market Risk Analyst Resume Examples & Samples

Understanding Market Risk profile of the Equities trading business (cash & derivative products traded by the business, risks generated by these products, their treatment under the FRTB, etc.)
Representing Market Risk Equities to the FRTB Change/Projects team; supporting the team lead in providing Equities Market Risk expertise
Reviewing/evaluating FRTB capital numbers. Explaining drivers of these numbers and capital impacts to Equity Market Risk Managers
The role will be supported and overseen by a senior Equity Market Risk SME; however experienced candidates, able to work independently are preferable
MSc degree in Finance, Economics, Mathematics or other quantitative/engineering discipline
Minimum 2-3 years of risk management related experience in the Equities area
FTRB related experience would be an advantage
Problem solving skills, attention to details and ability to clearly explain complex concepts
Solid numerical/quantitative and Excel skills (preferably including VBA)
Good understanding of Equity derivatives and risk management models
Risk management related certificates are desirable (e.g. FRM, PRIMA/PRM, CQF or CFA)
Very solid written and verbal English communication skills
Flexibility and willingness to learn

Market Risk Analyst Resume Examples & Samples

Provide input in to the definition of IST wide market risk policies and procedures working as a commercial partner to support and challenge the business in day to day trading as well as long term strategic deals
Ensure trading strategies are understood and both challenge and/or support Front Office appropriately with independent views within a risk management framework and in line with Integrated Supply and Trading (IST) Market Risk Standard and Delegation of Authority
Provide the coordination/drive for the identification of market risk issues within Crude and Product markets, identifying possible solutions and coordinate implementation of the preferred approach with Commodity Risk and IT
Interpret IST’s market risk policies and ensuring appropriate application. In particular, he/she will have responsibility for the interpretation of IST’s Market Risk Standard and Delegation of Authority Policy
Run and administer risk models and production of market risk analytics. Provide explanation for changes, and interact with Front-Office to understand and challenge underlying trading strategies
Work with the Commodity Risk Analytics Network to ensure that adequate market risk discipline and control prevails in the business
Market Risk expertise
Understand core market risk principles and how to apply them within physical oil trading
Experience in evaluating complex deals linked to commercial strategy. Understand economic drivers and deal valuation techniques
Strong Communicator with the ability to engage with Front Office, understanding complex trading strategies with the ability to challenge and suggest risk management solutions. Know how risk limits should be set and controlled in order to ensure risk is aligned with commensurate return
Practical experience of market risk systems. Familiar with the practical difficulties of MVAR and other risk measures
Understand the fundamentals of commodities trading, including familiarity with options, derivatives and other trading instruments
Able to build simple option models and run multi factor regressions Management and Interaction Skills
Professional qualifications in financial analysis, risk management, business or operations research would be desirable but are not a prerequisite
Programming, ideally in MATLAB (or equivalent). and Excel VBA

Market Risk Analyst Resume Examples & Samples

Receive calculated data and “state of the data” commentary
Ensure reporting output meets stakeholder requirements
Advanced MS Office skills, particularly with Excel, VBA knowledge would be desirable
Ability to multitask and cooperate with people across various locations

Market Risk Analyst Resume Examples & Samples

Defining risk data standards and managing data collection and analysis
Conducting analysis on large data sets and technology systems
Leading a management information and reporting program for metrics
Collaboration with stakeholders and partners distributed in different regions and teams
Coordinating work with technology partners related to systems and data
Basic understanding of Market Risk and/or Credit Risk data

Market Risk Analyst, Risk Control & Analysis Resume Examples & Samples

1) Sound basic knowledge of Treasury product (plain vanilla and derivative) and good understanding of the financial market mechanism
2) Meticulous, versatile and possess good interpersonal skills
3) Able to work independently with minimal supervision
4) Proficient with MS Excel and MS Access
5) Proficiency in VBA or programming experience is an added advantage

Risk-market Risk Analyst, Lead-VP Resume Examples & Samples

Lead and manage a team of +-10 people across Singapore and Mumbai (further growth possible)
A graduate and/or post graduate degree in quantitative finance, mathematics, physics, engineering or a similar field of study
Strong quantitative skills including financial risk models and derivative pricing theories
Solid experience in using large datasets and applying market risk methodologies across different product/asset classes

Emerging Market Risk Analyst Resume Examples & Samples

The Emerging Market Debt team at Lazard has an opening for a full-time position as an Emerging Market Debt Risk Analyst, starting 1Q’17
Primary responsibility is to quantify portfolio level, country level and single position risk; quantification of those risks needs to be multi-dimensional, including normal and tail distributions
Expand current risk budgeting framework to include various measures of correlation and adding ex-ante tracking error measures
Present to current and potential clients on the team’s risk budgeting framework, evolution and implementation across each EMD strategy
Participate in portfolio manager discussions on global macro positioning along with single strategy portfolio meetings
Responsible for developing optimal hedging strategies for single positions and also at a portfolio level against global macro risks; make recommendations to optimize portfolio positions and translate global macro view into risk budget usage
Relevant Degree (Math, Statistics, Business Administration) required
Candidates must have prior work experience which includes 5 years+, specifically creating and using risk management / performance tools at a buyside, sellside or analytic fixed income organization
Analyst needs to be extremely fluent in excel, statistics, risk modelling and hedging strategies; programming skills are a plus, but not a requirement
The candidate must have excellent quantitative and writing skills and a proven ability to work independently
Fluency with Bloomberg Risk, yield book, excel databases a plus
CFA certification a plus

Market Risk Analyst Resume Examples & Samples

Extensive practical trading and/or risk management experience for equity derivatives, fixed income derivatives, spot FX and FX derivatives, credit derivatives and correlation products, and the issues surrounding their pricing and risk management
Experience with CVA, FVA and other Valuations Adjustments would be considered a key asset
Extensive experience with HSIM methodology for VaR, SVaR calculation
Familiarity with methodologies for quantifying and analysing market risks, and of relevant systems/programming issues related to market risk system deployment
You have strong programming and database skills (e.g. VBA, C#, SQL, Access, Bloomberg API, R)
Understanding of key finance/investment management concepts as well as strong skills in analytical research, problem-solving and pricing/statistical modelling
A graduate degree in finance, economics, operations research, mathematics, or a related quantitative discipline. A CFA/FRM/PRM designation is an asset, as is some knowledge of accounting principles
Ability to effectively communicate technical, analytical or conceptual information with traders, management, peers and developers
Ability to lead multiple projects of varying complexity
Excellent social, negotiation and mediation skills
A strong risk/reward awareness, as well as integrity and credibility

Market Risk Analyst Resume Examples & Samples

Analyze risk exposures and work with RM’s and Traders to assess the accuracy of exposures and drivers of changes
Monitor exposures against limits and work with RM’s and Traders to enforce compliance. Escalate limit breaches as needed
Enhance the limits framework for legal entities by analyzing historical positions’ trends, discussing trading strategies with desk RM’s, calibrating limits to allow for Business Line strategies while optimizing use of capital, margin and liquidity
Prepare monthly Risk Committee and quarterly Board of Directors material and provide in depth analysis of market risk changes
Present market risk updates at monthly Risk Committees
Masters in Financial Engineering or related discipline
Knowledge of one or more asset classes: Fixed Income, FX, Equity, Credit, or Commodity
Familiarity with the latest regulatory requirements (SEC, CFTC, FINRA, etc..) is a plus
Strong mathematical financial skills, attention to detail, and ability to work independently are essential as the candidate will be analyzing risk sensitivities and the impact of changes in markets
For career growth, communication skills and the ability to form strong relationships are important. The candidate will assist in composing presentations for management; to influence decision-making, analyses must be thoughtful. The candidate will need to work independently in a complex, demanding, evolving environment

Market Risk Analyst Resume Examples & Samples

Sound understanding of the functions of the clearing house, particularly with bond mathematics (fixed income and Repo markets)
Excellent analytical and problem solving skills, with good attention to (VBA, SQL, R all an advantage)
Able to work on multiple ad-hoc pieces of analysis for senior risk stakeholders – often with very quick
Ability to identify and implement better, more efficient ways of
Good communication skills, oral and
To successfully partner with CaLM risk team and teams from outside of Group Risk to work together to deliver robust
To deliver quality, well thought output frequently on an unsupervised basis
General knowledge and understanding of financial instruments and capital markets
Familiarity with regulatory rules an advantage (CFTC, Dodd-Frank, EMIR)

Senior Market Risk Analyst Resume Examples & Samples

Provide accurate and timely monitoring, validation and generation of market data stored
Process re-engineering/improvement initiatives to enhance customer satisfaction
Effectively influence/manage the relationship with and expectations of stakeholders
Reporting to Markets Risk stakeholders of risk factor errors and remediation
VMR, Rates Repository, MRE & CCRE rate history maintenance generation, review and correction
Provide impact analysis of FRTB VaR, Stressed VaR and NMRF updates
Generation and review of calculated statistical metrics such as standard deviation; max/mins; correlation etc. of risk factors
Ensure synchronisation of Markets Risk databases with VMR: Rates Repository, MxRE & Sky
Maintenance of VaR/Static Scenario catalogues, development of reports
Be proactive in terms of looking at existing operating models and drive improvements where feasible

Senior Market Risk Analyst Resume Examples & Samples

Required: Degree from a good university
Desired: Financial Risk Manager/ Energy Risk Professional/ Masters Degree in Applied Finance, Financial Engineering etc/ Certificate in Quantitative Finance
Solid practical experience in the risk function and/ or middle office preferably in a physical commodity trading environment
Experience working with risk and middle office systems, position models, mtm pnl models, risk models
Quantitative analysis/ quantitative finance experience
Experience with R, Python, SQL
Excellent Excel skills required, VBA experience preferred
Excellent grasp of commodity trading mark to market process and environment

Market Risk Analyst Resume Examples & Samples

Responsible for assisting in maintaining, updating and applying liquidity risk policies, practice guides and governance across Santander Group; creating internal liquidity risk reporting; and compilation of key Basel III liquidity ratio calculations (LCR and NSFR)
Provides effective continuity of the Liquidity Contingency Plan of the Bank, creating and maintaining procedures to be tested during the year. Develops and implementsLiquidity Stress Test models
Coordinates with different business lines for the definition of the Liquidity Stress Test assumptions, proposing new stress test scenarios, analyzing their results and proposing action plans for Liquidity Management
Develop procedures related with daily and monthly liquidity process
Develop statistical and financial modeling
Document effectively Liquidity assumptions used in the Banks Liquidity Model
Develop effective scenario analysis and stress testing
Lead different special projects for Market Risk Department, effectively managing cross-functional enterprise-wide teams, monitoring and controlling the projects performance,Monitor early warning indicators, warning about liquidity events, ensuring the commitment of the liquidity contingency plans
Analyze and implement US regulation and Basel III regulations changes, pertaining to liquidity in the banking industry
Assist with the validation, reconciliation and analysis of data, ensuring its accuracy
Develop, test, validate and implement liquidity risk measurement methods
Bachelor's Degree in Finance/Accounting, Economics, Physics, Mathematics. MBA /CFA is a plus
3-4 year experience in financial data analysis and management reporting
Experience in Liquidity Reporting is a plus
Between 3 - 4 years Advanced analytical and PC skills, with macros and access and preferably an ability to query ledger systems
Good aptitude for detail and a strong commitment to accuracy
Good interpersonal, communication, and presentation skills; ability to interface effectively with other departments
Good understanding of complex regulatory policies and product reporting requirements
Outstanding time management skills
Solid knowledge of lending practices,Treasury, Investment products & Basel II requirements
Strong analytical skills, including ability to summarize complex business problems and detailed analysis with clarity and brevity
Strong internal customer service and client relationship management skills

Senior Market Risk Analyst Resume Examples & Samples

Preparing management reports and providing robust analysis of all market risk (across the bank)
Improving and automating market risk reporting processes using SQL, SAS and VBA
Provide insights during revision of all Market Risk policies including ALM, FTP, Risk appetite, ICAAP and ILAAP

Market Risk Analyst Resume Examples & Samples

Generate and monitor the integrity of various risk management reports
Reconcile position and P/L
Calculate profit and loss figures
Calculate Value-At-Risk (VAR) and Stress Test results
Daily review of all new trading positions
Design and update of system map and workflow
Assess valuation model differences
Independently confirm system produced revenue information
Assist in analyzing the Risk Management reports to determine the bank’s aggregate risk exposure
Assume other duties as assigned
Bachelor’s degree in quantitative discipline (Actuarial Science, Mathematics, Statistics, etc)
Strong mathematical/quantitative knowledge
Excel (intermediate) and Word proficiency is a prerequisite, along with knowledge in spreadsheet base macros such as Visual Basic etc
Good organizational and follow-up skills and the ability to work and solve quantitative problems under the pressure of deadlines
Detail oriented and process work accurately

100

Senior Market Risk Analyst Resume Examples & Samples

Undergraduate or post graduate degree in Finance, Economics, Engineering or other numerate discipline
Experience with Value at Risk (VaR) models
Experience and knowledge of traded credit products, such as bonds, credit default swaps, credit default swaptions and loans
Solid Microsoft Excel and VBA skills. SQL a plus
FRM or CFA certification a plus
Self starter, with ability to work independently, take ownership of tasks, and deliver under tight timelines
Ability to discuss and present topics with senior level risk managers

101

Senior Market Risk Analyst Resume Examples & Samples

Beingresponsible for preparation, collation and enhancement of management reports, Specificallyto Regulatory bodies, Board committees, senior management and finance & Treasury functions
Undertaking Market /Liquidity risk analysis
Maintaining andimproving the existing reporting process through automation using SQL SAS and/or VBA
Revising and reviewingpolicy changes, including the charter, risk appetite and Committed Funding Planand related processes and procedures

102

Market Risk Analyst Resume Examples & Samples

Has primary responsibility for producing market risk analytics (i.e., VaR/SVaR, limit utilization, market risk metrics) for Global Markets,Secondary Loan Trading, and mortgage pipeline activities , and elaborating on traded market risk results and movements when appropriate
Has secondary responsibility of conducting independent price verification process as well as calculating reserves such as close out cost and credit valuation adjustment (CVA)
As part of Traded Market Risk team, the incumbent will work with all levels of Market Risk to determine appropriate techniques, documentation, presentation and other assignments as requested by market risk management
Produce and maintain procedure documents as related to: (i) market risk; and (ii) independent price verification
Maintain and improve VBA based tools within Market Risk team as appropriate
2 years experience in derivatives trading environment
Understanding of financial instrument valuation (derivative pricing theory)
Excel/VBA
Bachelors Degree in quantitative or finance discipline (must have)
R and/or Python experience
Understanding of derivative valuation, market risk (VaR/SVaR) and counterparty credit risk (PFE/CVA)

103

Market Risk Analyst to the Capital Team Resume Examples & Samples

Strong academic background, including an advanced degree or equivalent in a quantitative discipline
Excellent quantitative and investigative skills are critical to understanding VaR and regulatory capital processes and conducting analysis to draw conclusions
An understanding of risk management concepts such as Value-at-Risk (VaR), Stressed-Value-at-Risk (Stressed VaR) and the risk representation of portfolios
Ability to develop good working relationships in teams
VBA, Python or other programming skills as well as a working knowledge of databases and SQL is advantageous

104

Market Risk Analyst Resume Examples & Samples

Excellent problem solving skills for both analytical systems and processes involving people
Experience in working with complex computer systems
Strong analytical and statistics aptitude and knowledge
Must be able to prioritize work effectively and communicate those priorities to stakeholders
Good interpersonal and relationship building skills
Ability to give and receive constructive feedback in order to ensure processes continue to add value
Good communication skills, especially explaining complex concepts in a clear and simple manner
Must be able to work closely with Traders, Accounting, and IT in a fast paced and complex environment

105

Junior Market Risk Analyst Resume Examples & Samples

We produce and distribute market risk reports including investigation and exceptions analysis, data integrity and methodology issues
We report and perform validation checks on VaR movements. This involves evaluation and analysis of the risk exposures by employing statistical and other approaches
We work closely with the Business, IT Departments, Controllers, Operations and counterparts in other regions
We participate in the roll out of improvements in risk systems, processes and data feeds

106

Market Risk Analyst Resume Examples & Samples

3 to 5 years relevant work experience in data science
Experience with R, Python, SQL, VBA
Adaptable and well-rounded individual, Team-player and Able to lead and influence
Excellent report development ability
Systems thinker

107

Senior Market Risk Analyst Resume Examples & Samples

At least 6 years practical experience in the front office, risk function and/ or middle office in a physical commodity trading environment
Mathematically inclined, able to grasp quantitative concept
Able to learn data analysis skills and programming languages to enhance own work
Detail-focused, able to build strong processes and possess excellent data management aptitude
Adaptable and well-rounded individual, good interpersonal skills
Experience with R, Python, SQL, Tableau

108

Market Risk Analyst Resume Examples & Samples

Daily and weekly production of market risk limits and positions reports
Regular analysis of risk positions for each business activity
Take ownership of production tasks as delegated by Risk GM APAC teams
Industrialize and streamline all delegated production tasks in an effort to increase our efficiency and achieve synergies across GBL and regions through automation and innovation
Follow strictly the Risk GM procedures
Maintain a close working relationship with regional Risk GM teams
Maintain a good relationship through clear a precise communication with GM trading
Maintain high level of understanding of market, liquidity and counterparty risks
Develop closer interaction with RCA team and look for new way to work together to transform our production operating model

109

Market Risk Analyst, Risk Control & Analysis Resume Examples & Samples

1) Experience in credit and interest rates asset class desired
2)Understanding of different market charasteristics such as market liquidity & developments, traded volume, bid/offer etc especially in the two mentioned asset classes, proficient in monitoring PV01 & CS01 risks
3)Sound basic knowledge of Treasury product (plain vanilla and derivative) and good understanding of the financial market mechanism
4) Meticulous, versatile and possess good interpersonal skills
5) Able to work independently with minimal supervision
6) Proficient with MS Excel and MS Access
7) Proficiency in VBA or programming experience is an added advantage

110

Market Risk Analyst Resume Examples & Samples

Summary of Responsibilities
Level of Complexity and Risk Involved
Bachelor’s degree in areas of Economics, Finance, Mathematics, Statistics, Business, or Engineering (or a similar quantitative discipline). Masters degree is preferred
At least 3 years of experience in market risk or trading roles is strongly preferred
Proficiency in Murex, Algorithmics and Bloomberg is a strong plus
Spanish language proficiency is a strong plus
Management Responsibilities

111

Market Risk Analyst Resume Examples & Samples

Key quantitative resource for the development, implementation, and maintenance of Enterprise-wide Legal Hedge Effectiveness (LHE) testing, reporting, and monitoring processes, and ensuring the appropriate amount of cash instrument collateral for replicated transactions
Work closely with the Derivatives Desk, Legal, Operations, ALM, Treasury, Finance, and other Global Risk Management (GRM) teams to meet objectives and build strong working relationships
Develop familiarity with derivative regulations
Identify and analyze significant derivative risk exposures; understand and communicate the effects of strategic plans and initiatives on local and enterprise risk levels
Support market risk-related management and regulatory requests (State Ins. Dept., Federal Reserve, CFTC, SEC, Solvency II, rating agencies, local regulators, …)
Develop an understanding of MetLife’s gold copy analytics and market risk information sources
Become familiar with MetLife Global Portfolio Management, ALM, Treasury and GRM practices
Support other CRM market or derivative risk projects and processes as assigned or required
Provide ad hoc modeling and analytic support as required
Communicate results and analysis to senior staff and key internal stakeholders
3-5 years related work experience with minimum 2 years experience in financial industry, preferably around market or derivatives risk
Comprehensive knowledge of the principles, fundamentals, and techniques of market risk

112

Market Risk Analyst Resume Examples & Samples

Produce and certify the daily risk analysis to Front Office (FO)
Produce and certify the daily official stress test and VAR
Set up new risk analysis/sensitivities when needed
Income Attribution
Produce independently and certify the daily and monthly economic results to FO and Group management
Provide P&L analysis by risk factors/strategy and comments in interaction with financial department / Valuation and RISQ department
Working with the team to move forward towards an independent analysis of the P&L, writing P&L commentary on a daily basis in interaction with financial department / Valuation and FO department
Projects/Development (Optimize process and develop new tools)

113

Market Risk Analyst Resume Examples & Samples

Practical trading and/or risk management experience for equity derivatives, fixed income derivatives, spot FX and FX derivatives, credit derivatives and correlation products, and the issues surrounding their pricing and risk management
Experience with CVA, FVA and other Valuations Adjustments would be considered a key asset for the role related to RMG Risk
Experience with HSIM methodology for VaR, SVaR calculation is a plus
Familiarity with methodologies for quantifying and analyzing market risks, and of relevant systems/programming issues related to market risk system deployment
You have strong programming and database skills (e.g. VBA, C#, SQL, Access, Bloomberg API)

114

Market Risk Analyst Resume Examples & Samples

Direct Energy’s market risk in both liquid and illiquid periods is appropriately measured, reported and controlled
Direct Energy’s market risk is consistent with the risk appetite as defined by management/the Board, in particular by ensuring limit compliance
Deep insight into commodity market risk management issues, requiring risk diagnostics and sophisticated analytical techniques
Strong understanding of risk management of complex energy assets like gas storage, and power plants
Clear vision of effective market risk management within an energy firm
Expertise in good governance and control across the trading process specifically
Ability to communicate complex risk management issues in an effective manner; and
Ability to maintain simultaneously: (i) a strong independent mind in executing responsibilities as part of Group Risk Function; and (ii) effective working relationships with the rest of Direct Energy
Understand and apply risk management theory, practices and techniques
Assist in developing new reporting as the business evolves and the group adapts to the needs of stakeholders across the organization

115

Market Risk Analyst Resume Examples & Samples

To work closely with the global teams
Liaise actively with various stakeholders like IT groups, Risk managers for the responsible activities
Market Data BAU, reviews/attestations &/or projects
VaR & NonVaR activities
Conduct Production Control activities
High quality degree with some quantitative subjects
Numerate post graduate or professional qualification
Strong technical skills in Excel VBA and SQL
The need for innovation, creative thinking and self motivated
Talent for assimilating large quantities of data and presenting in a logical format
Quantitative analysis and research skills
Prior risk exposure
Team player, Focused
Value at Risk experience
Market Risk system experience
Market Data prior experience
The successful candidate will demonstrate persistence, diligence and the capacity to accept and drive change
A background in a Risk or Business/Financial/Product Control environment
A team player with good upward and downward communication skills is also essential
A person with the commitment and drive to learn, create ideas and use their own initiative when faced with complexities
An individual with Product Control, Business and Risk experience
Proven ability to deliver timely high quality project work in a relatively unsupervised environment
Comfortable in communicating with Risk
Managers and IT and be willing to question existing processes in a tactful manner
Previous Systems exposure

116

Standard Market Risk Analyst Resume Examples & Samples

Collation and production and reporting of management information relating to Barclays total Basel III RWAs (Risk Weighted Assets) to enable senior management and business line heads to monitor business levels and fluctuations on a daily, weekly and monthly basis
The provision of commentaries and various value added data to facilitate the timely production of the daily, weekly and monthly reporting packs
Assisting others, as necessary, in the production of the final PRA returns, CoREP and Pillar 3 reporting
Liaising with other areas of the business globally including Treasury, Product Control, IT, Statutory Reporting, Operations and the Barclays Group Regulatory and Treasury teams to ensure completeness and accuracy of reporting
To consistently meet reporting deadlines and to deliver against overall targets
Ensure completeness of reporting by reconciling the balances used for reporting against the final balance sheet values
Ensure completeness and accuracy of static data through reconciliations and review
Responding to ad hoc queries from the business or other internal stakeholders, ensuring a swift response and compliance with the internal policy around the distribution of sensitive data
Involvement in projects on systems/process updates and testing the implementation of these as necessary
Assist in maintaining controls around manual hand-in’s and complex formulas and bring any limitations in current process and controls to the attention of senior management
Understanding of Basel III Market risk calculation rules and familiar with wider regulatory reporting framework
Extensive experience with Microsoft Excel in relation to large amounts of data
Knowledge of Business Objects and Qlikview with the ability to run and modify reports would be preferable
Logical thinker comfortable with a changing environment
Strong team focus
Controls focus

117

Senior Market Risk Analyst Resume Examples & Samples

Provide accurate and timely risk information and reporting to assist Risk Managers in their decision making process to help manage market risk exposures. It also involves data extraction and processing, and helping support ad-hoc queries
Co-ordination of reporting on a daily basis to both Markets Risk product managers and Global Markets staff
Provide support and assistance to Markets Risk product managers as and when required (e.g trouble shooting)
Manage and monitor a centralised schedule of key risk reports
Monitor Reports for accuracy and completeness
Answer to ad-hoc queries as they relate to the production of reports
Act as a point of reference for team members in relation to processing queries
Active participant who contributes & encourages a high performing team environment
Able to foster open relationships and attend to queries from individuals in different geographies
Ensure adherence to ANZ policies, processes and external regulatory requirements

118

Market Risk Analyst Resume Examples & Samples

Collect and aggregate data from sources including Top Risk, BSST, GSST, capital, VaR and revenue
Facilitating analysis and meaningful reporting of the data
Develop and run models to estimate risk metrics usingt this data
Help to systematize processes for production with thorough audit trail
Knowledge of financial instruments and risk metrics through coursework or certification
Quantitative skills including mathematics involved in risk estimation and modelling
Programming and database capabilities, preferably VBA but open to other packages

119

Intermediate Market Risk Analyst Resume Examples & Samples

Produce internal and external market risk management reports that are accurate, timely and provide added value information on the market risk in the portfolio under various scenarios
Interface with Risk Managers to collect information and analysis on market conditions and the impact on the portfolios
Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of reporting results
Build relationships with key internal and external stakeholders
Provide ad-hoc support and analysis to the risk community
Oversee implementation of key controls and maintenance of associated process documentation
Excellent written and verbal communication skills including the ability to interact with senior management and summarize and present data from insightful and actionable perspectives

120

Senior Market Risk Analyst Resume Examples & Samples

Preserve value through pre-emptive identification of risk and by bringing a holistic perspective of market risk to improve risk estimation
Evolve Cargill’s risk-reward mindset and enhance earnings through unique and timely risk insights
Partner with businesses and functions to deliver best-in-class risk expertise
Able to attract and develop top talent for Cargill
30% Risk Measurement and Analytics
30% Develop Cargill Portfolio views and Risk Dashboards
30% Develop and Advance Risk Management Global Process Initiatives
10% Build strong, collaborative relationships across the global Risk Management Group and Functional teams
Graduate or Post Graduate degree in a business, economics, or other quantitative discipline preferably from Statistics
3 plus years of market risk, FP&A, market analytics, or equivalent in a financial or commodity trading environment
The ideal candidate should be detail-focused, process-oriented and possess excellent data management and report development capabilities
Demonstrated expertise in risk management techniques for market risk in commodity and/or financial markets
Analytical mindset with deep understanding of the strengths and weaknesses of various technical, statistical, and quantification approaches
Technical prowess in harmonizing information from multiple sources to drive coherent integrated solutions
Relentless drive to seek out efficiency gains through process improvements, technology solutions, and the elimination of redundancies
Excellent verbal and written communication skills, including the ability to synthesize and distill complex/abstract concepts in a clear and concise manner

121

Market Risk Analyst Resume Examples & Samples

Manage multiple product classes; take the lead on risk initiatives; representation of DARC team in face to face meeting with MRM / Business / FO feed providers based in London
Be able to do deep dives on Market risk components (VaR / Stress VaR / IRC) and be able to understand changes
Independently manage the complete CRMR framework of all the regulatory implication driven by any changes in risk
Complete User Acceptance Test (UAT) plans, perform and coordinate UAT tasks
Perform reconciliations between UAT and PROD data, explaining differences and liaising with FO-IT to discuss any unexplained variations; can explain the drivers of all the components of capital; have a under standing of implication of missing risk attribute and impact on the business capital
Maintain project issues lists, follow up on open items to resolution
Drive in internal process reviews and introduce enhancements to improve internal controls and team’s efficiency increase
Demonstrate strong awareness of the group’s processes and procedures as well as changes in Market risk (FRTB etc)
2 - 5 years in Risk/Technology/Banking role
Ideally across the board product knowledge in key asset classes

122

Market Risk Analyst Resume Examples & Samples

Monitor Data Feeds to the Market Risk System
Structural maintenance of Market Risk desks and attributes within the Market Risk system
Perform Integration Testing of Feeds to the Market Risk System
Execute Reconciliations
Analyze Market Risk Critical Data Elements
Perform Variance Analysis
Execute and Monitor Controlled Adjustments
Data Quality Metric Monitoring
Create and maintain reconciliations between Market Risk system, Volcker, Finance systems and/or Front office risk systems
Analyze data quality issues on desk structures, accounts and structural attributes such as legal entities
Raise appropriate Issue management tickets and see issues through to resolution. Prepare and give presentations to key stakeholders
Perform corporate level variance analysis of VaR, Stress VaR, IRC, Conditional VaR and other calculated risk measures and sensitivities
Project manage minor data quality enhancements
Build relationships with key internal and external stakeholders such as Independent Market Risk Management, Product Control, Finance, Technology, Reporting Teams and Audit
Metrics generation and root cause analysis of key performance indicators
Create and analyze monthly data quality reports metrics and present findings to senior risk management and stakeholders
2+ years of experience in the Financial Services industry or a related discipline. Experience in Data Quality analysis, Risk, and/or Finance is also preferred
Bachelor’s degree; CFA, CIMP or MBA a plus
Must show a high level of dedication to information integrity and producing detailed and high quality output within set timeframes
Strong communication, leadership and interpersonal skills, self-motivated, results-oriented, with the ability to function effectively with deadlines and work within a team environment
Experience in Excel, Access, VBA and PowerPoint

123

Junior Treasury Market Risk Analyst Resume Examples & Samples

A challenging role within the Treasury Market Risk team which is responsible for the market risk oversight of the Treasury functions worldwide and the monitoring and reporting of the Credit Suisse market risk in Treasury and Interest Rate Risk in the Banking Book exposure
A variety of responsibilities for example related to our IT system landscape or the optimization of risk monitoring processes both in the context of our regular tasks and change initiatives
Participation in leading change e.g. Reporting or in organizing and governance committees
The function will evolve based on the candidates talents and ambitions
Your opportunity to become a subject matter expert for Treasury market risk topics
You have close cooperation with colleagues across departments and regions
In the growing organization we offer interesting development opportunities

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