Market Risk Specialist

Boursorama
 Praha 1 - Václavské nám. - Czech republic, Czech Republic       Permanent contract        Market Finance

Responsibilities

Key Responsibilities

  • Daily monitoring of KB investment banking activities: measurement of market risk indicators (Value at Risk, Stress Tests, market parameter sensitivities etc…)
  • Control of market limit utilizations and preparation of market risk report to FO and Board of Directors
  • Application of tools and methods for market risk management
  • Implementation of new tools and methodologies arising from financial market evolution or regulatory requirements
  • Contribute to analysis and respond to demands by internal & external stakeholders
  • Collaborate with other teams (such as Traders/Sales, Middle Office, Finance, IT support, etc.)

Profile Required

Qualification

  • Min. 5 years of experience preferably in the same position or a position related to trading/financial markets activities.
  • Master degree in finance, mathematics or technical field.
  • Advance level of English (min. C1). It will be used on daily basis.
  • Analytical and solving skills to get things done
  • Good verbal communication skills with the flexibility to communicate and build relationships with internal clients (Front Office, Middle Office, Back Office)
  • Curiosity, self-motivation and ability to work independently
  • High sense of teamwork

Technical knowledge

  • Knowledge of financial market products
  • Valuation of financial derivatives
  • Market risks management methodologies (VaR, Stress Testing, Delta analysis)
  • Excel, Access, VBA and SQL

Why Join Us

We offer

  • Background of a strong international banking group - the winner of the TOP Employer 2019
  • Interesting career development possibilities in wide range of functions and international mobility within the group
  • Further education and vocational training
  • Dynamic, inspiring and team-oriented work environment
  • Attractive system of benefits (5 weeks holiday, discounts on products, meal vouchers, cafeteria, pension contribution, sick days...)
  • Possibility to get involved in KB charities and volunteering programs

Business Insight

About the Role

  • As a Market Risk Specialist joining KB/RISK/Market and Structural Risk department you will be involved in the market risk analysis, monitoring and control of the trading/sales activities of the investment banking of Komercni Banka.
  • The new colleague will be also involved in the development and implementation of market risks management methodologies and techniques stemming either from the fastly changing regulatory and market environment or the business development of the investment banking in KB. In doing so, he/she will have the opportunity to interact with all actors involved in market transactions: Front Office, Middle Office, Finance, Back Office and Information Technology.
  • This position will enable a highly interested professional in capital market activities to develop and master skills and knowledge at the state of the art in the capital market area in the Czech Republic developed by Société Générale, one of the world leading investment banks. The Société Générale Group is active worldwide and provides its clients with a large range of products and services which offers a wide range of evolution opportunities for motivated people.

All our positions are open to people with disabilities

Job code: 19000TM8
Business unit: Komerční Banka
Starting date: 01/02/2020
Date of publication: 29/10/2019
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Market Risk Specialist

Permanent contract   |   Praha 1 - Václavské nám. - Czech republic   |   Market Finance