The role involves ensuring daily market risk limit monitoring and accurate Profit & Loss reporting within the Treasury and General Ledger systems
Job Summary
The role involves ensuring daily market risk limit monitoring and accurate Profit & Loss reporting within the Treasury and General Ledger systems.
Candidates will drive regulatory deliverables including market risk capital charges, stress testing inputs, and compliance with ICAAP components.
The position requires championing automation efforts to enhance reporting efficiency while providing technical leadership to analysts and senior analysts.
Matching Summary
The role involves ensuring daily market risk limit monitoring and accurate Profit & Loss reporting within the Treasury and General Ledger systems.
Skills & Requirements
Must-have
VBA and Python programming proficiency
Market risk limit monitoring and P&L reporting
Treasury system and General Ledger reconciliation
Regulatory capital charge and stress testing
FRTB workstreams and MYOR transition support
Nice-to-have
Strong quantitative and analytical mindset
Experience with front office treasury systems
Ability to lead strategic enhancement projects
Excellent communication and problem-solving skills
Dynamic team player capable of multi-tasking
Key Requirements
6-12 years experience in product control or market risk
Degree in Risk Management, Financial Engineering, or related field
Proficiency in VBA and Python programming required