Market Risk Monitoring Consultant - SAS or SQL - CDS OTC
- Paris, Ile-de-France, France
- Temporary, Full time
- Eames Consulting UK
- 22 Sep 16
8 - 9 month contract, excellent team in Paris looking for a Market Risk Consutlant with SAS skills or SQL and knowledge of CDS. This will be joining their industry leading team.
Market Risk Moninitoring Consultant - SAS or SQL - CDS OTC
The Consultant is in charge of the management of the Run processes which includes the day-to-day risk production, monitoring and reporting. The Consultant is a key participant and contributor in projects, new initiatives and ad-hoc queries from the team where an input is required from Risk Monitoring / Analysis.
The candidate will have experience in managing risk in an active CDS / OTC environment combined with experience of managing a team of risk analysts. This will include a detailed understanding of the valuation and product specification for instruments traded in the CDS market and their process flows. In addition, the candidate must possess comprehensive knowledge and practical experience of all market risk concepts, including VaR, sensitivities, and stress testing. Prior experience in capital market activities would be beneficial.
The role involves regular liaison with various internal and external stakeholders on a regular basis. The candidate must be able to demonstrate strong communication and interpersonal skills and should have experience of working in a multicultural and a global environment.
- Production and improvement of the risk monitoring reports: position monitoring, exposure management, margin monitoring
- Contribution and participation in projects: working groups, product specification, testing, ad-hoc analysis.
- Working with the project team and validation team
- Maintenance and improvement of exiting risk monitoring procedures
- Interaction with internal/external working groups as required
- Involvement in new product analysis, specifications and testing
- Responding to queries from Clients and Internal stakeholders
- Supporting member meetings and training
Required skills and experience
- Strong quantitative and numerical qualification applied to finance.
- This is a mid-level role with at least 3 years of experience
- Good knowledge of OTC derivatives trade life cycle and risk management: Single Name and Index CDS.
- Experience working in leading financial and securities services firms: Investment Bank, Securities Services, Central Clearing Organisation, Brokerage Firm, and so on
- Experience in Risk Database management: SAS is highly desirable and almost essential, VBA is a plus. If you don't have SAS then R or Matlab could be ok combined with SQL
- Strong verbal and written communication skills in French and in English
Good project management skills required
Please apply ASAP - ideally an immediate start required