Market Risk Analyst | Risk

Job Description

Monitors, analyzes and certifies quantitative Risk indicators (e.g.: Specific/Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, SRAB, Volcker, etc.) following-up on daily variations as well as intraday movement, to guarantee limit consumption control, ensure daily as well as monthly reporting and consolidation as well as alert Business Lines and to Risk Mandates limit breaches and loss.
Computes and develops the organization’s different types of P&L (e.g.: economical, actual hypothetical, explain, risk theoretical and accrued) as well reporting economic P&L to the relevant departments and stakeholders within the organization and the group.
Conducts daily analyzes and audits of the economic, actual, hypothetical and risk theoretical P&Ls certifying them in order to monitor them and understand their daily/weekly P&Ls variations.
Computes 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) on a quarterly basis.
Computes market risk reserves in order to report their variation and level on a monthly basis.
Performs consistency checks between day to day processes and the controls/referential as well as maintaining the date referential mapping (e.g. Homologated books / non-homologated books) up to date.
Consolidates the organizations’ Risk Reports on a daily, weekly and monthly, basis as well as producing Regulatory Risk reports (ACPR, JST,…) on a quarterly basis.
Prepares reports and all the necessary support document for the Market Risk Committees.
Identifies improvement opportuniteis based on information analysis and reporting, in order to make recommendations and contribute for continuous improvements.
Supports more junior Analyst by sharing knowledge, providing technical guidance, and providing constructive feedback to foster a collaborative and inclusive environment that promotes learning and growth.

Qualifications

Bachelor / Master Degree.
Regulation, Risk metrics calculation, analyzis.
Python, Power BI, Power Platform.
View of the full IT chain, business impact, audit recommendations and remediation.
Company’s risk policies and processes.

Additional Information

Our workplace reflects the vibrant spirit of our locations, with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club, a Prayer Room, a Lactation Room, and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.