מציאת משרת הייטק בחברות הטובות ביותר מעולם לא הייתה קלה יותר
Job Description:
Overview of Global Risk Analytics
•Performing in-depth daily analysis into the bank’s counterparty credit risk (CCR) exposures and monitoring CCR exposure limits
•Identifying and explaining the key drivers of exposure levels and day on day movement
•Analyzing portfolios at the global and legal entity levels
•Working directly with the Credit Risk Officers to assist them in using this analysis to make better limit utilization decisions – liaising also with sales and trading as appropriate
•Raising issues with upstream data providers where necessary, and quantifying impact
•Working with the wider CCR model performance team to identify and quantify model limitations resulting from exposure analysis
•Performing longer term trend analysis across our CCR portfolios to identify systemic themes
•Working with the wider GRA global markets model performance team to leverage insight into significant market movements and how these are driving exposures
•Assisting in the production of communication materials for senior management, governing committees and regulatory bodies.
•Master degree and above (or equivalent), preferably in quantitative finance or a quantitative field
•Solid working experience (5 years +) in a related field (Market Risk, Middle Office, Counterparty Credit Risk)
•Broad financial product knowledge
•Experience in data analysis, with excellent research and analytical skills
•Good written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions
•Ability to multitask with excellent time management skills
•Sense of focus and rigor in the completion of deliverables
•Pro-active behavior with capacity to seize initiative
•Experience in Front Office trade support
•Experience working with Sales and Trading
•Strong programming skills (Python, SQL, Tableau)
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