Traded Risk Analyst (CDS Product) - Paris based

  • Location

    Paris, Île-de-France

  • Sector:

    Banking & Financial Services

  • Job type:

    Contract

  • Salary:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Contact email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Risk_1591864343

  • Published:

    5 months ago

  • Expiry date:

    2020-06-23

  • Startdate:

    ASAP

  • Consultant:

    #

My client, a Top Tier Financial Institution is looking for a contract Traded Risk Analyst with CDS product experience to join their Risk Monitoring team based in Paris. This is a 6 months rolling contract.

You will be responsible for day-to-day monitoring of margin calculations on production accounts, risk reporting and control of market data. The team is also contributing to new projects providing end user feedback, handles ad-hoc queries, and keeps enhancing the internal risk monitoring processes (parameter calibration, new product creation, etc.).

Responsibilities:

  • Production and improvement of the risk monitoring reports: position monitoring, exposure management, margin monitoring, sensitivity testing, etc.
  • Contribution and participation in CDS projects: working groups, testing of new functionalities, ad-hoc analysis.
  • Maintenance and improvement of existing risk monitoring procedures
  • Market data control and validation
  • Responding to queries from external clients and Internal stakeholders

Requirements:

  • Strong quantitative and numerical qualification applied to finance.
  • Good knowledge of OTC derivatives trade life cycle and risk management: Single Name, Index CDS, Options.
  • Experience working in leading bank, financial or securities services firms
  • Experience in Risk Database management: SAS and VBA are must have
  • Strong verbal and written communication skills in English

For more details, please send your CV to phoebecheung@taylorroot.com

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