This position is located on the trading floor.
The MMG Group is searching for a Market & Certification Analyst.
The traded financial instruments include shares, funds, Indexes and derivatives such as Listed/OTC Options, Futures/Forwards, Swaps, Repo agreements, Currency transactions and structured products.
The responsibilities include:
Working closely with the trading teams to develop a deep knowledge of their business and clients;
Production and certification of Greeks and sensitivities to different risk factors (Spot, Volatility, Dividend, Repo, Forex etc);
Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
Contribute to the backtesting of the VaR;
Specific analysis to explain risk exposure and/or business performance to our different partners
Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
Certification of the Profit & Loss and Income Attribution of the trading desk;
Publish commentary about the Daily and Monthly P&L to senior management;
Reconciliation of month end Economic P&L to the general ledger;
Liaison with other departments to work on transversal and regulatory projects;
Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
Creation of daily and weekly Dashboards in order to better monitor the trading activity;