Financial Risk Expert – Trading Risk Management (TRM) CEM & Macro

Tasks

• Analyze scenarios and advise on XVA developments
• Conduct internal reviews and challenge stakeholders
• Coordinate with Front Office Risk and Finance committees
• Drive improvements in data quality and risk control environment
• Lead pre trade assessments and limit recommendations
• Own XVA VaR and FRTB CVA models
• Perform portfolio reviews and monitor risk limits
• Perform risk model monitoring and governance
• Strengthen XVA risk management framework
• Support regulatory initiatives FRTB and EBA stress testing

Perks/Benefits

• Hybrid working
• Mobility card
• Pension scheme
• Personal growth
• Vacation days

Skills/Tech-stack

Back Testing | Benchmarking | CSA | Collateral Management | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivative valuation | Excel | FRTB CVA | FRTB SA | Limit Monitoring | Market Risk | Model Governance | Model Risk Management | Model risk | Netting | Python | Risk Limit Monitoring | Risk Management | SA-CCR | SQL | Stress Testing | VBA | Value-at-Risk | Wrong Way Risk | XVA