Risk Monitoring

1 semana atrás


Porto, Porto, Portugal Adecco Tempo inteiro

Description/Tasks
Monitoring of Traded Risk encompasses

  • Producing and reporting of quantitative Risk indicators such as sensitivities, Specific Stress-Tests, Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, IRC, daily
  • Consolidating Risk indicators for Risk Mandate production, daily
  • Controlling, analysing, and certifying all the indicators mentioned above focusing on daily variations as well as intraday moves in respect of the corresponding set of limits
Consolidating Risk Reports sent by international branches (NY, UK, APAC) and advising them when necessary

  • Computing the market risk reserves and reporting their variation and level, monthly;
Producing dashboards for Senior Management (to be validated by the P&O team) on a daily, weekly and monthly basis;

  • Consolidating all Risk Reports and consolidated desks levels on a daily, weekly and monthly basis;
  • Preparing the relevant portion of support document for the Market Risk Committees;

What You must Own:

  • Master's degree Finance/ Economics/ Engineering/ Mathematics;
  • Experience in Market Risk (13 years);
  • Experience in Interest Rate Markets (13 years);
  • Experience in Project Management (more than 3 years);
  • Experience in Change Management (more than 3 years);

What we have to offer:

  • Work with a diverse environment:
  • Opportunity for personal and professional growth;
  • A hybrid working model: onsite and offsite work;
  • An exciting working experience;
  • Daily meal allowance.

Tipo de oferta:
Full-time

Benefícios:

  • Cartão/Ticket refeição

Horário de trabalho:

  • Período diário
  • Turno de 8 horas


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