Job Purpose (Job Summary):
Support all internal stakeholders (Product, Marketing, Investment Teams, other GPMR functions etc.) and in particular GPMRs mission through in-depth Portfolio risk measurement, analysis and reporting. Ensure regulatory and contractually driven portfolio risk reporting and monitoring.
Key Responsibilities / Duties:
Support projects and processes to monitor, analyze and report market risk, liquidity risk, leverage, counterparty/issuer concentration risk etc. for multi asset class portfolios.
Liaise and present risk analysis, findings, to product and investment teams.
Support Global projects with cross boarder teams.
Regulatory reporting and monitoring for Global regulations.
Excellent knowledge of MS Excel.
Good knowledge of SQL or R would be a plus
Knowledge of Bloomberg, Data Stream
Risk Metrics (MSCI) platform knowledge desirable
Good understanding of risk measurement methodologies like VaR, Stress testing, and sensitivities
Good understanding of financial instruments, in particular in the Fixed Income & Derivatives space.
Independent research capability
Provide custom analysis to support GPMRs risk oversight process
Build and maintain good knowledge of products, investment processes, trading strategies, market characteristics and Capital markets in general.
Data manipulation, Database maintenance and updates.
Develop understanding of the markets in general and potential impact on portfolio risk.
Salary: Not Disclosed by Recruiter
/ Financial Services
Functional Area: Financial Services
Role Category: Corporate Banking
Role: Credit Analyst-Corporate Banking
Employment Type: Permanent Job, Full Time