A leading Global Investment Bank is looking to add to their front office fixed income risk management department in Paris.
A leading Global Investment Bank is looking to add to their front office risk management department in Paris. The role will report directly into the Head of Market Risk, work closely with traders and focus across fixed income and collateral risk management.
- Daily interaction with Trading Desks and analytical teams to develop independent analysis, portfolio advance and challenge traders on their strategies
- Explain the daily P&L swings
- Preparation and distribution of Value at Risk reports, advising management of any limit breach and the potential action to be taken.
- Daily validation of forward curves
- Maintenance of system referential data
- Development and improvement of risk reporting tools, metrics and measures.
- Experience of risk management in a front office arena and proof of successfully leading large scale projects
- Strong Capital Market product knowledge - ideally Fixed Income, Repos, Derivatives, Bonds, Collateral
- Strong Quantitative Risk skills and knowledge
- Knowledge of Market Risk Models is useful
- Previous experience in leadership and projects related positions
- Fluency in English (spoken and written) is essential, fluency in French is a significant advantage
- Understanding of wider Risk Management is beneficial
- Excellent stakeholder management skills
- Advanced Excel skills with good VBA & SQL programming skill