Our client is looking to hire a mid-level Market Risk Control Analyst.
Main responsibilities will include:
Market risk measurement, monitoring and reporting.
Interest rate risk of the banking book.
Identifying and assessing market risk and interest rate risk of new products.
ICAAP preparation and documentation.
Product Coverage: Bonds (EMTN) and derivatives valuations.
The ideal candidate will have:
2-4 years of recent and relevant Market Risk experience.
Relevant products knowledge.