Senior Officer Market and Liquidity Risk

Senior Market Risk Officer is responsible for the production of P&L and Market Risk indicators related to BSF Front-Office activities. Money Market, Interest Rate Derivatives, Debt and Credit Markets and Foreign Exchange are the main Product Lines involved.

Accountabilities

• Production, analysis and reporting of the P&L figures
• Production, monitoring and reporting of Market Risk indicators (VaR, Sensitivities, Stress…) and their associated limits
• Validation of market data and valuation parameters
• Explanation of the P&L with Greeks
• Support any department in term of market risk purpose if needed

• Bachelor (preferably Master) in Financial Mathematics / Finance Banking (or equivalent)
• 2 years in close relation with Capital Market activities (Risk Management, Trading…)
• Mathematical and financial knowledge
• Technical knowledge of derivatives and other Treasury & Capital Market products
• Experience with Front-Office systems (e.g. Kondor+)
• Knowledge of Financial Systems: Reuters / Bloomberg
• Proficiency in Excel (VBA would be a plus)
• Fluent in English
• Attention to detail
• Analysis & problem solving
• Organization and team work
• Discipline and respect of deadlines
• Ability to work productively in stressed environment
• Verbal and written communication