Detalhes da oferta
We are recruiting for Risk Analyst! Your Key Mission: Within Market Risk, Risk Monitoring of traded Risk has the mandate to control, certify, analyze, and report the market risk metrics and performance indicators. It will be a project for 6 months. The opportunity to continue exists! In more detail, these will be your tasks: - Producing and reporting of quantitative Risk indicators such as sensitivities, Specific Stress-Tests, Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, IRC, daily; - Consolidating Risk indicators for Risk Mandate production, daily; - Controlling, analysing, and certifying all the indicators mentioned above focusing on daily variations as well as intraday moves in respect of the corresponding set of limits - Producing of P&Ls such as economic P&L, actual P&L, hypothetical P&L, P&L Explain, Risk Theoretical P&L, Accrued - Producing and controlling the Client Contribution on MARPL’ scope of action - Reporting of the economic P&L to the relevant departments and stakeholders; - Certifying the daily economic P&L and ensure its audit trail, certifying the actual, hypothetical and risk theoretical daily P&Ls, analyzing and explaining the daily/weekly P&Ls variations - Producing and analysis of RIM and RIM Back Testing components - Consolidating Risk Reports sent by international branches (NY, UK, APAC) and advising them when necessary - Computing the market risk reserves and reporting their variation and level, monthly - Computing on a quarterly basis the Prudent Value Adjustment on Market Price Uncertainty, Close-Out-Costs, Some Model Risk Components such as Mean Reversion, Unearned Credit Spreads and Investing and Funding Costs - Producing, control the SRAB and Volcker indicators under MARPL’s responsibility - Analysis and controlling limit consumptions, KPIs on Volcker, Data Quality, … - Producing dashboards for Senior Management (to be validated by the P&O team) on a daily, weekly and monthly basis; - Preparing the relevant portion of support document for the Market Risk Committees; - Production of VaR Back testing components and exception reporting - Communicating with BLs and RM in case of limits breaches and loss alerts - Maintaining up to date referential mapping (e.g. Homologated books / non-homologated books); To carry out your work correctly, you will need: - Experience in Marke Risk, Interest Rate Markets & Credit Market (1 to 3 years); - Advanced Knowledge in excel, active pivot, VBA, SQL, Phython & other systems; - Fluency in English (C1 level); - A good charge of energy; - Capacity for autonomy and communication Our Offer: - An exciting work experience; We have so much to tell You!! Don’t miss the opportunity. Apply!| Distrito | Porto | ||||||||
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| Local | Porto | ||||||||
| Sector de actividade | Administração e Serviços de Escritório | ||||||||
| Tipo de contrato | Full-time | ||||||||
| Tipo de oferta | Emprego | ||||||||
| Contactos |
Adecco Recursos Humanos, E.T.T., Lda.
Edifício Mar Vermelho Av. D. João II, Lote 1.06.2.5 B, 9.º Piso, Parque das Nações 1990-095 Lisboa Portugal
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