AVP – Market Risk Reporting (Traded Credit) recruitment
You will work in a high performing team, delivering market risk reports (VaR production and position reporting), data analysis and validation. These reports will be produced for the front office, trading desks and senior management for the traded credit business.
Key responsibilities:
• Production of high quality, complete and accurate risk reports.
• Building and maintaining excellent relationships with internal clients / stakeholders.
• VaR production – generating the VaR numbers on a daily basis; working with the front office risk team to obtain sign-off on daily risk numbers.
• Data quality checks around the in-house credit products position reporting system.
• Project work: new reports, controls, processes and/or risk methodologies.
In addition to prior experience in market risk reporting, you should have a good understanding of traded credit products and advanced Excel / VBA skills and ideally SQL, to build tools that will assist in the performance of this role.