CIB Vice President Market Risk
About the role
It Starts With You
The Difference You Make
The Vice President Market Risk role is responsible for risk analysis and independent oversight of market data quality certification used for market risk metrics and reporting. The analyst is responsible for all aspects of market data quality including compliance with requirements of regulators and internal control and will recommend opportunities and proposed resolutions for improved efficiency, effectiveness, and/or risk reduction for the department. The analyst should have the technical skill to create market data time series and historical reconstruction. The analyst is responsible for reviewing, analyzing, and/or evaluating the Company's market data management that renders risk-based processing and reporting to reduce operating losses and maintain maximum protection of the organization's assets, products, and services. The analyst will recommend opportunities and propose resolutions for improved efficiency, effectiveness, and/or risk reduction for pricing and reporting.
- EOD certification process occurs daily from 3 to 8 PM
- Morning hours are dedicated to market data maintenance and data quality check
- Perform daily review, maintenance, and certification of market data accuracy
- Analyze, maintain, and build history for market data proxy used for VAR reporting.
- Review market data and static data configuration in multiple platforms.
- Liaise with multiple teams to implement and resolve market data discrepancies.
- Monitor and manage risk/exposure and compliance with the company's policies.
- Identify, manage, and report on daily market data process and workflow.
- Quantitative support to the different participants of market data development process.
- Activities may include quantitative analysis, risk identification and remediation.
- Oversee and ensure the development and implementation of short-term projects.
- Organize and implement upgrades in Risk System with the support teams and Methodology.
- Perform test on systems in order to improve efficiency in analyzing the reports for risk metrics
What You Bring
Education
- Bachelor's degree (or equivalent) in Economics, Mathematics, Physics, Engineering, or a related field. - Required
Qualifications
- 9+ Years Risk Management/Controls - Required.
- Experience in valuation of financial products and / or market risk management (FX, Rates, Bonds, Equities, CDS, Convertibles, Fixed Income Structured products (RMBS, CMO, MBS, CLO,...).
- Experience in knowledge of market products, obtaining inputs for valuation and market information systems (Bloomberg, Reuters, ICE, Market, etc.).
- Development of analysis tools and prototypes for defined market data feed (mainly in VBA or Python).
- Knowledge in market data and financial products.
•
Strong Excel, Excel VBA and Python a must
- Knowledge in external vendor tools as Murex
and Asset Control
will be a plus.
- Knowledge in Spanish will be a plus.
Certifications
- No Certifications listed for this job.
It Would Be Nice For You To Have
- Established work history or equivalent demonstrated through a combination of work experience, training, military service, or education.
Work Authorization & Sponsorship
What Else You Need To Know
Base Pay Range
We Value Your Impact
Risk Culture
EEO Statement
To Do Next
Not included in the source posting: about the role, benefits.
Skills
Who can apply
The employer didn't state any visa, work authorization, citizenship or clearance requirements in this posting. Confirm with the employer before applying.
Read automatically from the employer's posting text. Always confirm with the employer — requirements can change after a job is published.