GX Market Risk Specialist, Associate GX Market Risk Specialist, Associate …

State Street Global Advisors.
in Gdańsk, Pomorskie, Poland
Permanent, Full time
Be the first to apply
Competitive
State Street Global Advisors.
in Gdańsk, Pomorskie, Poland
Permanent, Full time
Be the first to apply
Competitive
State Street Global Advisors.
GX Market Risk Specialist, Associate
Market Risk Specialist, Associate 1

State Street Global Exchange combines unique capabilities in data and analytics to better serve our clients and build relationships with new customers. Through information and insights, investment analytics and data solutions, our goal is to help our Clients to generate the most value.

State Street Global Exchange Analytics' truView platform is a web-based application providing a full suite of analytics that give clients insight into the risks and performance of their investment portfolios. Supporting all asset classes the platform produces analytics such as: stress testing, value at risk (VaR), position specific analytics for derivatives (delta, gamma, vega etc.) and fixed income characteristics such as duration and convexity.

Primary Responsibilities

  • Processing of client holdings data
  • Day to day client servicing through risk reporting across several locations in US, EMEA and APAC
  • Follow standard operating procedures to perform daily reconciliations on a range of data and risk analytics, including Value-at-Risk, sensitivity measures and stress testing results
  • Working co-operatively with other risk groups in different locations and time zones
  • Providing adequate documentation and backup of all operational processes
  • Assisting senior risk analysts with ad-hoc client queries
  • Other duties as assigned
  • Participating in local training sessions for skills development

Required Qualifications

  • Bachelor's degree in Mathematics/Finance/Economics or equivalent
  • Understanding of financial products, models and methodologies
  • Knowledge of risk analytics like value at risk (VaR), option pricing, profit and loss, statistical & distributional analytics would be an advantage
  • Strong analytical and problem solving skills
  • Effective verbal and written communication skills
  • Excellent PC skills. Proficiency in Microsoft Office
  • Basic knowledge of SQL an advantage
  • Attention to detail
Close
Loading...