Market Risk Stress Testing Specialist Market Risk Stress Testing Specialist …

Carter Wahlberg
in Frankfurt am Main, Hessen, Germany
Permanent, Full time
Last application, 25 May 20
Competitive
Carter Wahlberg
in Frankfurt am Main, Hessen, Germany
Permanent, Full time
Last application, 25 May 20
Competitive
Our Client is a leading financial services firm. That offer innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. Our Client is committed to quality and service excellence in all that they do, earning the public's trust through their actions and behaviors both professionally and personally.

You’ll be working in the 'market risk stress testing methodologies' team in Frankfurt. Our client is focused on developing models on stress testing Value-at-Risk (VaR) and losses on market risk of our trading portfolio. They also maintain the market risk stress infrastructure and respond to business and regulator's queries on market risk stress testing.

Your role:

  • assist with operation of risk processes (including regulatory submissions)
  • assist with improvements in risk infrastructure
  • make sure regulatory requirements and requests are dealt with in a disciplined, timely and efficient manner
  • collaborate closely with other teams (such as Change, IT, Risk Control, Reporting, Finance etc.) to ensure a timely and effective stress testing of market risk measures
  • maintain documentation of high standards for internal and external distribution on processes and approaches


Your expertise
 

  • a university degree in finance, economics, business administration or numerical discipline
  • prior experience in market risk management
  • excellent understanding of methodologies related to stress testing of market risk
  • ability to code in either R or Python
  • ability to respond quickly to notifications from Market Risk Officers
  • a great communicator (and you know how to handle challenging situations)
  • team-orientated, while able to complete tasks independently
  • follow a systematic and structure approach
  • document the approach / process
  • EFC-UBS
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