Talan USA is the American subsidiary of Talan, a French consulting firm with more than 3500 employees worldwide, and locations in eight countries (four continents). In 2021 and for the 7th consecutive year, Talan has been recognized with the “Great Place to Work” award.
Talan USA offers employees a dynamic work environment, growth opportunities and a competitive compensation package, including generous paid time off, health and 401K plans.
Each Talan consultant will join one of our two divisions: IT Consulting or Business Consulting and will be working at our client sites.
Our success is measured by both our employee and client satisfaction, which is our priority.
We are looking for Market Risk Officer – Fixed Income for a leading Corporate Investment Banking. The candidate will join the Risk division which supports all the activities in the Americas Region (US, Canada and Latin America), which is almost exclusively capital markets oriented.
Our client’s risk team’s major missions are to meet the regulatory challenges of tomorrow, to support the development of the business lines and to enable the Group to meet its ambitions in terms of client satisfaction and efficiency.
Responsibilities
Essential duties and responsibilities include the following. Other duties may be assigned.
Provide support to the traders to understand and manage their positions and risks through various reports and analysis;
Creation of daily and weekly dashboards in order to better monitor the trading activity
Working closely with the trading teams to develop a deep knowledge of their business, clients and strategies
Work efficiently with the different teams to answer the business needs and improve the desk processes
Continuous enhancement of P&L/Risk processes and systems using programming (VBA, Python, JavaScript, …) for macros and IT teams for the global industrialized tools
Act as an escalation point to solve complex issues regarding PnL and market risk metrics of the FIC desks:
Provide expertise on production and certification of Greeks 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
Monitoring of risk limit consumptions and follow-up of breaches with Front-Office and Risk management
Provide expertise on the Profit & Loss and Income Attribution methodologies and certification process of the trading desks
Publish commentary about the different metric highlights to senior management
Be fully part of the regulatory projects and their implementation in the bank
Liaison with other departments and Paris head office to work on transversal and regulatory projects
Most important risk topics like FRTB, IBOR transition, will be supervised and analyzed for trading, risk managers, and top management teams
Required Skill Set:
Knowledge of Fixed Income
Strong analytical and mathematical skills
Proficiency in Python programming
Strong interpersonal skills
Handle various ad-hoc requests
Prone to take initiatives
Reactive, detail-oriented, driven to work in a fast learning environment
Solid verbal and written communication skills
Ability to prioritize and work in a dynamic, deadline-focused environment Self-motivated and proactiveWillingness and strong desire to learn
Required Education and Experience:
+ 5 years of experience
Prior work experience in financial services with good knowledge of Fixed Income, risk, and PnL metrics
Company’s Benefits
Talan’s offices are located in Union Square, right in the center of Manhattan. Our company benefits include:
Competitive salary
401(k) retirement plan with company matching
3 weeks of paid vacation per year at hire and up to 5 weeks according to seniority (annual untaken vacation days are cashed out)
Eight paid holidays
5 sick and 2 personal days
Company health, dental and vision insurance plans
Other benefits such as, commuter/transit benefits, Flexible Spending Account (FSA) and other company perks.
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