Market Risk Data Manager in a Bank located in Brussels recruitment
My client, a bank located in Brussels, is looking for a data manager for the market risk department. This department works closely with the front office (traders and analysts) and modelling teams (front and model validation).
You will be involved in the validation of the parameters of the liquidities (bonds and futures prices) and complex market.
- Selection of data source.
- Calculation, controls and correction of market data.
- Provide explanations regarding daily gaps.
- Calculation of the impact on the result.
Follow up of derivatives:
- Valuation of derivatives for the clients.
- Follow up of derivatives equities in Murex.
- Analysis of the collateral gaps.
- Develop and improve daily used tools.
Profile:
- Between 2 and 4 years of experience
- Mathematical or economical background
- Knowledge of derivatives
- Fluent in French, Dutch and English
- Analytical minded
- Good command in Excel and Access
- Good communication skills
- Team spirit
If you are interested in the position, please send your CV to a.jacobsAThuxley.com and call Alexandre Jacobs on 02/557.71.88