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In charge of risk quantification, analysis and reporting including : investment limits, foreign exchange position, VaR, interest rate sensitivities.
Contribute to the monitoring and development of the risk management framework in accordance with regulatory requirements and bank policies.
Conduct investigation on potential risks identified; provide analytical explanation and drafting reports.
Identify, analyze and disaggregate structured and complex deals into the appropriate risk instruments for valuation.
Establish the basic parameters for the evaluation of financial instruments.
Ensure that risk systems and models consistently and fully capture all risks.
Improve efficiency of risk controls and reporting through automation of processes.
Support to the regular review, updates and implementation of Risk Policies and procedures.
Assist and ensure follow-up in audit review.
Provide analytical support in the preparation of the relevant documentation and reporting to the corporate bodies.
University degree preferably in Economics, Finance, business management.
An additional diploma or professional qualification in Risk management such as FRM is an advantage.
Strong expertise on local and European risk management regulations.
Sound understanding of financial markets and products.
Understanding the issues involved in banking business, including key financial dynamics and accounting drivers.
Extensive knowledge of pricing and risk management of financial instruments is required.
Technical knowledge of balance sheet components and principals.
Analytical, rigorous, with attention to details and accuracy.
Well-developed Excel and PowerPoint skills, database query language.
Able to analyse complex information, to identify the key issues and to propose solutions.
High level of drive and resilience, high degree of personal accountability and ability to prioritize and deliver in a dynamic environment.
Good communicator with the ability to challenge the others and propose alternative solutions, able to communicate with all levels of the organisation.
Excellent written and spoken English. French and Italian as a value added.
Scope and Purpose
Required Experience
Minimum 5 years' experience in financial risk analysis
Competencies Required
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