Market Risks Officer

  • Experience level : Intermediate
  • Activity : Wealth Management
  • Office : Geneva

As a Market Risks Officer, you will 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
  • Definition of limits for FX, market, credit, IR and liquidity risks affecting nostro positions in the Trading Book and Banking Book and monitoring of the respect of limits
  • 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
  • Management of the End-User-Computing tools used for the monitoring of risks (VBA 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
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)

 

Personal competencies:

  • Analytic, organized, pragmatic and autonomous
  • Motivated and able to work under pressure

 

Language requirements:

  • Fluent French and English

 

Education:

  • Bachelor's Degree in Finance or CFA level 1

 

IT Skills:

  • Microsoft Office Excel + VBA
  • Bloomberg
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