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Risk Analyst (M/F) Porto

2024-01-30 Porto Compras Ref: 180-000781-2


We are recruiting for Risk Analyst (M/F).

Your Key Mission: Within Market Risk, Risk Monitoring of traded Risk has the mandate to control, certify, analyze, and report the market risk metrics and performance indicators.

It will be a project for 6 months.
The opportunity to continue exists!

In more detail, these will be your tasks:
- Producing and reporting of quantitative Risk indicators such as sensitivities, Specific Stress-Tests, Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, IRC, daily;
- Consolidating Risk indicators for Risk Mandate production, daily;
- Controlling, analysing, and certifying all the indicators mentioned above focusing on daily variations as well as intraday moves in respect of the corresponding set of limits
- Producing of P&Ls such as economic P&L, actual P&L, hypothetical P&L, P&L Explain, Risk Theoretical P&L, Accrued
- Producing and controlling the Client Contribution on MARPL’ scope of action
- Reporting of the economic P&L to the relevant departments and stakeholders;
- Certifying the daily economic P&L and ensure its audit trail, certifying the actual, hypothetical and risk theoretical daily P&Ls, analyzing and explaining the daily/weekly P&Ls variations
- Producing and analysis of RIM and RIM Back Testing components
- Consolidating Risk Reports sent by international branches (NY, UK, APAC) and advising them when necessary
- Computing the market risk reserves and reporting their variation and level, monthly
- Computing on a quarterly basis the Prudent Value Adjustment on Market Price Uncertainty, Close-Out-Costs, Some Model Risk Components such as Mean Reversion, Unearned Credit Spreads and Investing and Funding Costs
- Producing, control the SRAB and Volcker indicators under MARPL’s responsibility
- Analysis and controlling limit consumptions, KPIs on Volcker, Data Quality, …
- Producing dashboards for Senior Management (to be validated by the P&O team) on a daily, weekly and monthly basis;
- Preparing the relevant portion of support document for the Market Risk Committees;
- Production of VaR Back testing components and exception reporting
- Communicating with BLs and RM in case of limits breaches and loss alerts
- Maintaining up to date referential mapping (e.g. Homologated books / non-homologated books);


To carry out your work correctly, you will need:
- Experience in Marke Risk, Interest Rate Markets & Credit Market (1 to 3 years);
- Advanced Knowledge in excel, active pivot, VBA, SQL, Phython & other systems;
- Fluency in English (C1 level);
- A good charge of energy;
- Capacity for autonomy and communication


Our Offer:
- An exciting work experience;
- Daily Meal Allowance;
- An fixed Work Schedule.


We have so much to tell You!!
Don’t miss the opportunity. Apply!

Porque acreditamos no Talento sem etiquetas, estamos comprometidos com a não discriminação, promovendo a diversidade, a inclusão e a equidade no mercado de trabalho.
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