Descripción
Entreprise :
Our client is a private bank.
Description du poste :
* Identification of the Bank's exposures to market risks, definition of limits for all market risks affecting nostro positions in the Bank's balance sheet, development of the tools needed for the management of these positions and monitoring of the respect of limits
* Monitoring of the investment risks linked to portfolio management and to the discretionary management activity, supervision of pre- and post-trade compliance checks, ensuring timely management, escalation and remediation of breaches
* Production of market & counterparty risks related reports
* Performance due diligence and investment risk controls on alternative investments
* Definition of limits for the exposure with banking counterparties and monitoring of the respect of limits and counterparties credit quality
* Management of the End-User-Computing tools used for the monitoring of risks
* Development of algorithms used for the calculation of LTVs on all categories of collateral securing the Bank's Lombard credit book
Description du profil :
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Bachelor's Degree in Finance
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Minimum 5 years of experience in a similar position
* Fluent French and English
* VBA and Python coding
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Excellent knowledge of financial markets (FX, equity, bonds, derivatives, Hedge Funds, Private Equity) and regulatory framework