My client, a Top Tier Financial Institution is looking for a contract Traded Risk Analyst with CDS product experience to join their Risk Monitoring team based in Paris. This is a 6 months rolling contract.
You will be responsible for day-to-day monitoring of margin calculations on production accounts, risk reporting and control of market data. The team is also contributing to new projects providing end user feedback, handles ad-hoc queries, and keeps enhancing the internal risk monitoring processes (parameter calibration, new product creation, etc.).
- Production and improvement of the risk monitoring reports: position monitoring, exposure management, margin monitoring, sensitivity testing, etc.
- Contribution and participation in CDS projects: working groups, testing of new functionalities, ad-hoc analysis.
- Maintenance and improvement of existing risk monitoring procedures
- Market data control and validation
- Responding to queries from external clients and Internal stakeholders
- Strong quantitative and numerical qualification applied to finance.
- Good knowledge of OTC derivatives trade life cycle and risk management: Single Name, Index CDS, Options.
- Experience working in leading bank, financial or securities services firms
- Experience in Risk Database management: SAS and VBA are must have
- Strong verbal and written communication skills in English
For more details, please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.