Traded Risks Analyst and P&L production

We are looking to fill an Market risk professional .

The candidate should have 3 to 5 years of experience with a background in Market risk and P&L production (Preferably from Investment Banking Domain worked closely with Front office) , Prior experience in basic VBA, spreadsheets creation / maintenance, SQL is a plus

Core duties of the function

• Support the Traded Risk team on Certification, Control and Analysis of the traded risks . The candidate will focus on monitoring APAC Global Markets and Treasury activities covering multiple asset classes
• Consolidate and Certify risks indicators (VaR, SVaR, STS, Main Greeks) & P&L
• Produce risks indicators and daily P&L reports, highlight significant movements for onshore managers to review
• Publish daily/weekly P&L breakdown reports for Front Office
• Participate in the RIM daily production process
• Generate statistical data for regular MIS reportings
• Ensure data quality and completeness in FO trading systems and Risk systems
• Help the team perform consolidated reporting to Senior Management on a weekly, monthly and ad-hoc basis

Skills

• A quantitative background in business, finance, science, mathematics, or engineering
• Prior experience in basic VBA, spreadsheets creation / maintenance, SQL is a plus
• Good presentation and synthesis skills
• Detailed oriented and ability to work independently
• Fluent in English