A leading private bank is looking for a Market Risk officer to join their general counsel. You will be expected to monitor the Groups risk exposure to its Trading and Treasury activities, helping to build out a robust risk framework.
Key responsibilities of the position:
- Responsible for the analysis and production of reports for the Trading and Treasury departments.
- Collaborating with the Treasury and Trading team on the monitoring and reporting of the banks risk activities.
- Working to validate of the banks valuation models.
- Delivering balance sheet reconciliations across the department and ensure integrity of reports.
- Develop and maintain reporting tools for ad-hoc analyses
Key requirements of the position:
- Masters in Finance, Economics, Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplines.
- Experienced in risk & performance analysis cross-asset classes, including derivatives and structured products.
- Knowledge and experience of excel, VBA and SQL.
- Willing to be based in Basel with travel to Geneva and Zurich to be expected.