RISK SPECIALIST

Tasks

• Verification of the fair value prices of a selected subset of the company's structured bonds using an appropriate valuation tool
• Conducting an audit of the work of a team (~15 people) that deals with structured bonds and derivatives based on various assets—stocks, commodities, precious metals, foreign exchange, crypto-assets, interest rates, fixed-income securities, indices, and credit
• Conduct daily, weekly, and ad hoc reviews of risk limits—exposures, compliance with client limits, and stress limits
• Monitoring and alerting the team to market, liquidity, and financing risks that could lead to a liquidation event and/or a risk of loss on positions
• Analysis, summary, and maintenance of documentation related to market and treasury risks
• Review and support of onboarding processes for new products and customers
• Management and Support of IPV Processes During Third-Party Evaluations
• Close collaboration with Trading, Treasury, Middle Office, IT, Accounting, and Project Management
• Conducting quality controls to ensure the integrity of the accounting and trade recording processes
• Conducting ad hoc analyses on various topics related to risk data and assessments

Requirements

• Master’s or PhD degree in finance, financial mathematics, or a quantitative field
• At least 5–7 years of professional experience in valuation control, product control, risk management, or a related control function
• Practical knowledge of the EU Provider Valuation (PV/Al) framework is an asset
• Strong quantitative and analytical skills
• Technical knowledge of derivatives, particularly stocks
• Understanding Risk Processes
• Excellent interpersonal, organizational, and collaborative skills; high standards of quality
• Results-oriented with a team-player attitude, strong organizational skills, and a highly motivated personality
• Attention to detail
• Strong written and oral communication skills in English

Desirable

• Experience with Bloomberg, Reuters
• Proficiency in Python, VBA, Excel, and databases (SQL)