Financial Analyst ( reporting team - Volcker regulation)

• Preparation and analysis of detailed trading history for all trading desks operating under the market making permitted activity.
• Preparation of management information for governance. This includes trading analysis on customer trading activity at a desk level.
• Time series analysis of market risk generated on customer trading activity to support risk limit setting process between Front Office and Market Risk.
• Work proactively with Market Risk and Front Office to support the timely production of RENTD (reasonably expected nearterm customer demand) analysis for all desks.
• Calculating Own Credit adjustment and preparing FX sell down process.
• Debt securities in issue report according to Group Treasury requirements.
• Other deliverables as per Team"s needs and ad hoc queries.

Requirements:

• 1-3 years of experience in financial reporting/ risk reporting area (especially in banking/audit area)
• Understanding of Market risk principles and key risk measure (Vega, Gamma)
• Understanding of trading businesses including cross asset class experience
• Understanding of financial products ( corporate banking products)
• Strong Excel skills including the ability to manage and analyses large volumes of data
• Fluent English
• Open-minded person with very good communications skills.

Offers:

• New professional area/team in institution with interesting and challenging responsibilities
• Working in an international environment
• Attractive benefits ( internal trainings, social package)
• Friendly atmosphere
• Permanent job