Risk Analyst
Risk Analyst
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Job Description
Position Description:
Direct Responsibilities
Understanding of the flow & overall business in investment banking
Ensuring the accurate calculation of capital measures such as valueatrisk (VaR) stress VaR Incremental Risk Charge (IRC) and Comprehensive Risk Measure (CRM) including the floor calculation counterparty risk exposure capital and VaRonCVA for the perimeter covered by the approved internal models.
Ensuring the timely recalibration of these models and performance of backtesting to support the usage of these models for the capital declaration.
Ensuring the accurate calculation of other critical risk measures such as credit value adjustments and market risk reserves that impact the banks P&L
Ensuring the timely provision of other risk measures such as stress testing and Greeks required by users for limit monitoring analysis and reporting.
Ensuring users of the system receive the agreed level of service
Responsible Data integrity: responsible to check the data integrity within the system.
Research diagnose troubleshoot and identify solutions to resolve functional/data issues/queries
Able to understand KPI reporting prepare accurate and timely reports
Provide a first level of explanation on level and the movements of the risk metrics displayed and computed within Risk Systems: Risk Sensitivities Capital Charges Reserves Stress Tests CVA Limits and Exposure.
Appropriate and timely communication with all stakeholders
Successful candidate is expected to perform the above tasks in collaboration and agreement with the team leaders project leads and other development staff and where necessary with the Business Analysts Application Production and Infrastructure teams.
Functional/Business Support experience.
Awareness Market and counterparty RISK
Technical & Behavioral Competencies
Technical Qualification
Ability to multitask work under pressure & tight deadlines
Selfmotivated and highly professional with ability to lead and take ownership and responsibility
Team player with strong interpersonal oral and written communication skills.
Handson experience in Unix/Linux systems and Shell or Python scripting.
Handson experience in SQL Sybase.
Experience of Java would be an added advantage.
Knowledge of Capital Market or Market Risk and Credit Risk would be an added advantage.
NonTechnical Qualifications
Excellent communication both verbal and written.
Excellent problemsolving and logical thinking.
Team player
Processoriented
Innovation/Outofthebox thinking
Skills:
- English
- Oracle
- Python
- SQLite
- Unix
What you can expect from us:
Together as owners lets turn meaningful insights into action.
Life at CGI is rooted in ownership teamwork respect and belonging. Here youll reach your full potential because
You are invited to be an owner from day 1 as we work together to bring our Dream to life. Thats why we call ourselves CGI Partners rather than employees. We benefit from our collective success and actively shape our companys strategy and direction.
Your work creates value. Youll develop innovative solutions and build relationships with teammates and clients while accessing global capabilities to scale your ideas embrace new opportunities and benefit from expansive industry and technology expertise.
Youll shape your career by joining a company built to grow and last. Youll be supported by leaders who care about your health and wellbeing and provide you with opportunities to deepen your skills and broaden your horizons.
Come join our teamone of the largest IT and business consulting services firms in the world.
Required Experience:
IC
Employment Type
Full-Time
