Market Risk Controller f​/m​/d

Responsibilities

• Independent risk control function for all trading activities globally.
• Development of current risk models and risk framework and their adaptation to the changing needs of the Front / Trading units.
• Daily reporting of market risk.
• Close communication and collaboration with management on trading risk related aspects.
• Assessing new products in the new product approval process.
• Review and assessment of trading positions and hedging strategies.
• Development and maintenance of the market risk control IT applications.
• Engaging in regulatory projects, projects in the Trading space and group-wide projects.

• Higher university degree (or similar) in a quantitative area (Physics, Mathematics, Engineering, Econometrics, Quantitative Finance).
• Several years of experience in the trading environment (market risk, valuation control, model validation or trading).
• Experience in front trading applications like Front Arena, Murex etc.
• Able to work on own initiative, willing to take responsibility.
• Team-oriented, able to motivate highly qualified, technically minded staff.
• Good communication skills up to senior management level.
• Very strong analytical skills, ability to assess the full scope of a problem.
• Deep knowledge of financial markets, products and their representation in trading systems.