Market & Counterparty Risks Team Leader

  • Experience level : Senior
  • Activity : Group
  • Office : Geneva

Leading the Market & Counterparty Risks team, the incumbent will act as an expert in his field and play a key role in helping to manage risks through the implementation of tools and monitoring of policies to mitigate risks associated with investment strategies and their related financial instruments.

Your missions
  • Identification of the Bank’s exposures to market risks, definition of limits for all market risks affecting nostro positions in the Bank’s balance sheet, development of the tools needed for the management of these positions and monitoring of the respect of limits
  • Monitoring of the investment risks linked to the activities of Bank Syz as portfolio manager and to the discretionary management activity (centralized and de-centralized), supervision of pre- and post-trade compliance checks, ensuring timely management, escalation and remediation of breaches, production of reports and organization of the Investment Risk Management Committee
  • Production of market & counterparty risks related reports to the attention of the Risk Management Committee and the EXCO/ARCOM/BOD
  • Performance of all investment risks related tasks as listed in SLAs signed with other Group’s entities active in asset management business, mainly
    • Operational Due Diligence on Hedge Funds
    • Investment Risk on Portfolio of Hedge Funds
    • Organize and lead the Syz Capital Risk Committee encompassing Hedge Funds and Private Equities
  • Analysis and calculation of the risk on clients’ derivatives complex strategies using dedicated IT tools and monitoring of the collateral coverage
  • Definition of limits for the exposure with banking counterparties and monitoring of the respect of limits and counterparties credit quality
  • Management of the End-User-Computing tools used for the monitoring of risks (VBA + Python coding)
  • Development of algorithms used for the calculation of LTVs on all categories of collateral securing the Bank’s Lombard credit book
  • Analysis of specific collateral for Lombard loans and recommendation to the attention of the credit committee (very large Lombard limits, non-diversified portfolios, large positions, illiquid positions, ETP) and monitoring of positions
  • Market Analysis
  • Management of the Market & Counterparty Risks team
Your profile

Professional experience

  • At least 5 years of professional experience in a similar position testifying to sound knowledge of financial markets (FX, equity, bonds, derivatives, Hedge Funds, Private Equity), knowledge of UCITS regulatory framework / Asset Management experience would be a plus.

Personal competencies:

  • Analytic, organized, structured mind, pragmatic and autonomous
  • Self-driven and proactive in solving problems, mitigating risks and finding innovations
  • Entrepreneurial approach, fast pace and able to cope with pressure

Language requirements:

  • French mother tongue, English fluent

IT Skills:

  • Microsoft Office Excel + VBA
  • Python
  • Bloomberg
  • Experience with financial risk software would be a plus (MSCI BarraOne)

Education:

  • Bachelor's Degree in Finance and/or CFA and/or FRM
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