Purpose of the Job
As part of the Group Risk Control function, the Financial Risk & Reporting (FRR) department is :
The central partner for transversal risk projects such as the ICLAAP or recovery plan; and
The competence centre for quantitative and modelling activities for the function
To reinforce its Market & Liquidity Risks team, the Financial Risk & Reporting department is actively looking for a Risk Data Manager, whose role will be to support the maintenance and development of the Financial Risk Datawarehouse (Risk-DB) as well as spearhead the BCBS 239 initiative from the FRR perspective.
In particular, (s)he will be involved in the following activities :
Monitor the good execution of data flows feeding the Risk-DB and liaise with data providers to remediate potential issues; and
Monitor the performance of risk processes and work on performance optimisation in partnership with IT.
The candidate will support the FRR team on the following tasks :
Share her / his expertise with the team and organize training sessions to increase tech-nical skills within the team; and
Liaise with IT for the maintenance and the upgrade of the Risk-DB, and organize and oversee test plans upon platform upgrades.
Knowledge and Experience
Advanced degree in a technical discipline (finance, mathematics, physics, engineering, IT)
Good overall knowledge of key accounting principles applying to the Banking industry
Good understanding of the financial mathematics and risk management techniques (ALM, VaR, financial in-struments / products (main characteristics and risks))
Personal interest for asset management and financial markets
2+ years of relevant experience as data analyst or in a data management related function with a strong inter-est in learning & developing oneself in Data Manage-ment and BI
Attributes and Qualities
High level approach of problems
Good organization skills and taste for accuracy
Analytical skills and critical sense
Strong interest in statistical / mathematical techniques
Resistance to stress and pressure
Very good knowledge of the MS Office suite with advanced level practice of Excel, Excel VBA, Power Query, Access and SQL (PL / SQL or any object-oriented coding language)
Proven experience for programming in MSSQL, knowledge of MATLAB, Python or R would be an asset
Proven experience for development in SSIS, SSAS and SSRS; good knowledge of tabular models and multidimensional and data mining models.
Knowledge of Kondor, WKFS porting Risk Authority would be an important asset