Market Risk management serves as independent risk oversight of the Firm’s trading activities across the various trading desks and trading portfolios. The Global Market Risk Portfolio Analysis team within Market Risk is responsible for the implementation and management of cross-product processes and analysis to support the Global Markets business and senior Risk management. The team is seeking a highly motivated individual to join the Market Risk Reporting team. The candidate will support both ongoing BAU and initiative work in the reporting workstream. This includes managing the end-to-end daily report production process, fielding ad hoc questions from senior leaders and regulators, and developing and enhancing new and existing reports/reporting functionality.
Primary Responsibilities include:
Produce analysis and monitor trends on key risk measures for the Global Markets business
Managing several critical reporting and governance routines, such as regulatory filings and board and committee input preparation
Maintaining a strong control environment for all reporting processes
Fielding ad-hoc questions on the report from regulators, internal senior risk leaders, and audit partners
Developing new materials or analyses as needed
Liaising with technology and data partners to correct issues, enhance functionality, and manage through upstream technology changes
Automate processes where needed via Python coding, excel, or other similar
Maintain and develop documentation on processes where needed
Required and Desired Candidate Qualifications Including 5 of Years Prior Experience Needed:
Experience in a Trading-related field with good understanding of traded products and basic sensitivity metrics like greeks
Familiarity with other key risk metrics like Value-at-Risk (VaR) and stress testing preferred
Academic achievement in quantitative disciplines such as mathematics or statistics preferred
Attention to detail
Very high level of Microsoft Excel proficiency
Familiarity with coding, Python or SQL preferred
Ability to work in a fast-paced environment
Intellectually curious with the ability to investigate and develop root cause analysis for portfolio changes and propose corresponding process or technology changes
Adept at communication with ability to influence co-workers across our global team and all levels of the organization including escalation of issues
Ability to aggregate and synthesize complex data from multiple sources
Job Band:
H5
Shift:
1st shift (United States of America)
Hours Per Week:
40
Weekly Schedule:
Referral Bonus Amount:
0
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