Responsibilities:

• Provide support to traders to understand and manage their positions and risks through various reports and analysis.
• Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies;
• Continuous enhancement of P&L/Risk processes and systems using Python
• Provide expertise on certification of Greeks, P&L and sensitivities to different risk factors (Delta, Gamma, Vega, Basis, Forex, etc.);
• Monitoring and certification of Stress-Tests and Regulatory metrics such as Value-at-Risk and Expected Shortfall.
• Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management.
• Provide analysis and sign off of valuation and risk metrics for new products or major projects such as IBOR transition.

Qualifications:

• Master's degree in finance or in a relevant field
• Understanding valuation components of Fixed Income and Credit derivatives
• Knowledge of Greeks (Delta, Gamma, Vega, Basis, Forex)
• Strong analytical and mathematical skills
• Proficiency in Python programming a plus
• Prior work experience in financial services with good knowledge of Fixed Income risk and PnL metrics

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