Job Description:
Global Markets Risk (GMR) serves as independent market risk oversight of the Firm's trading activities. The Global Market Risk Reporting Team within this organization is responsible for the implementation and management of enterprise processes and analysis to support the global markets business and senior risk management. The group provides central ownership of some of Market Risk's most critical processes.
The team is seeking a highly motivated individual to support daily Value at Risk (VaR), including regulatory mandated reporting and ad-hoc scenario analysis. The candidate in this role will have a wide range of responsibilities from evaluating new and emerging risks in the portfolio to ensuring that the Firm surpasses regulatory expectations. This work will require extensive engagement across risk functions, technology, and other partners across the Firm. The candidate will also be a key participant in regulatory exams and will become the subject matter expert on key aspects of market risk.
Production of daily, periodic and ad-hoc risk reports and analysisAssisting with maintaining, improving and building out a governance framework to support reporting routines and infrastructure.Coordination of materials for consolidated reporting to meet both internal management and Regulatory requirements.Collaboration with Market Risk Technology to improve and develop tools to support firm level risk reporting and analysis.Interaction with a broad cross section of teams across Global Market Risk as well as various support functions outside of Risk.
Required Skills:
7+ years of experience, with market risk, value at risk, or trading book knowledgeKnowledge and experience with designing and improving operational processesStrong Excel capabilities, including complex formulas and VBA
Desired Skills:
Experience with Alteryx, Tableau, and Power Query
Shift:
1st shift (United States of America)
Hours Per Week:
40