Market Risk Reporting Expert

2 tygodni temu


Warszawa, Mazovia, Polska ITDS Pełny etat

At ITDS, we're seeking a highly skilled Market Risk Reporting Expert to join our team. As a key member of our Rates & FX portfolio management group, you will be responsible for providing insightful analytics on the Rates & FX portfolios, monitoring market risk limits, and producing high-quality risk reports.

About the Role

This is an exceptional opportunity for a seasoned professional with 5+ years of experience working in Risk or Finance within a large bank. You will collaborate with risk managers and other stakeholders to ensure accurate market risk representation and contribute to ongoing transformation initiatives aimed at improving data sourcing and building self-service dashboards.

Key Responsibilities
  • Prepare and distribute risk content, monitoring significant moves and trends to ensure accurate market risk representation.
  • Perform analysis on the Rates & FX portfolios using risk measurement techniques such as VaR/ESF, factor sensitivities, issuer risk monitoring, and stress testing.
  • Collaborate with risk managers to identify trends and emerging risks within the portfolio.
  • Participate in risk transformation initiatives to enhance controls, clean up the limits & trigger portfolio, and improve self-service dashboards.
  • Support additional regulatory and internal reporting requirements.
  • Maintain a strong control environment by executing controls on underlying datasets and leveraging automation.
  • Identify and manage data quality issues, ensuring proper representation in data quality inventories and oversight of resolutions.
  • Assist in the development and automation of risk reporting processes using Tableau and Python.


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