Market Risk Manager recruitment
Job Description :
1.Modelling :
-Improve models to assess market risks (interest rate risk, equity risk, foreign exchange risk, liquidity risk), by exploiting recent scientific/academic works and market standards,
-Develop the corresponding indicators through Office tools, using techniques related to Asset Liability Management and Liquidity Risk Management : Value at Risk, sensitivity, stress tests, …
2.Advise subsidiaries in the development/use of Group market risk management models,
3.Periodically measure market risk indicators compared to their limits, by massive handling of updated data. Make relevant proposals in order to address these risks,
4.Inform the Management about transversal risks (market, operational, credit risks, …), through periodical reports that consolidate risk indicators and comments provided by other Risk Departments.
Qualifications :
-Bac + 4/5 in Finance with specialisation in Quantitative Methods/Risk Management, in Mathematics/Statistics or Civil Engineer/Polytechnic,
-Knowledge of Risk Management techniques,
-Strong interest in financial products and markets,
-Expertise in Excel ; Access and Business Objects are a must,
Skills :
-Strong sense of synthesis and analytical skills,
-Team spirit,
-Rigorous, well-organized and priority-minded,
-Written and oral communication skills,
-Pro-active and innovative,
-Responsibility – and decision-taking.
Languages :
-French and English are required, any additional language being an asset