Senior Market Risk Analyst | Risk

Generic Responsibilities:

• Monitors, analyzes and certifies quantitative Risk indicators (e.g.: Specific/Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, SRAB, Volcker, etc.) following-up on daily variations as well as intraday movement, to guarantee limit consumption control, ensure daily as well as monthly reporting and consolidation as well as alert Business Lines and to Risk Mandates limit breaches and loss.
• Computes and develops the organization's different types of P&L (e.g.: economical, actual hypothetical, explain, risk theoretical and accrued) as well reporting economic P&L to the relevant departments and stakeholders within the organization and the group.
• Conducts daily analyzes and audits of the economic, actual, hypothetical and risk theoretical P&Ls certifying them in order to monitor them and understand their daily/weekly P&Ls variations.
• Computes Prudent Value Adjustment o...