Beschreibung

In this role, you will oversee market risk in the Banking Book, ensuring compliance with regulations while analyzing complex securities. Your day-to-day responsibilities will involve enhancing risk models, collaborating with various teams, and supporting senior management in regulatory communications.

Anforderungen

• •Familiarity with QRM, Intex and ADCo (ALM vendor software)
• •6+ years of experience in Treasury, ALM or Market Risk activities, or risk management and regulatory concerns
• •Advanced degree in Economics, Finance, Statistics or related field
• •CFA, FRM or related qualifications
• •Strong technical, quantitative, statistical aptitude/skills, with a focus on data analytics
• •Self-starter with willingness to work in a fast-paced, high-energy level environment
• •Knowledge of European and German regulation
• •Strong verbal and written communication skills in English
• •Excellent understanding of financial instruments and the balance sheet of a global bank
• •Experience with Market risk at a banking organization
• •Independent and critical thinking skills and strong financial acumen
• •Team player with unquestionable integrity and ethical standards
• •Interest in change and innovation, and making data-driven decisions

Aufgaben

• •Manage market risk oversight in the Banking Book
• •Measure, identify, report, and monitor Market Risk
• •Review and rationalize EVE and NII reporting
• •Enhance and back-test behavioral models in QRM
• •Support the internal capital adequacy assessment process
• •Analyze complex structured securities for inherent risks
• •Manage Treasury Risk work streams for regulatory interactions
• •Monitor portfolio optimization procedures and balance sheet strategies
• •Report on emerging treasury risk regulations and ensure compliance
• •Collaborate with teams like Model Validation, Global Treasury, and Finance
• •Support senior management and communicate with regulators

Tools & Technologien

Benefits