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Market Risk Specialist - Product Control
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
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