Market Risk Reporting Lead Analyst / Rates & FX

Responsibilities:

• Prepare and distribute risk reports, monitoring significant market movements and trends
• Collaborate with first and second-line teams to ensure accurate representation of the firm’s interest rate and FX market risk
• Perform portfolio analysis using risk measurement techniques such as VaR/ESF, factor sensitivities, issuer risk monitoring, and stress testing
• Work closely with risk managers to identify trends and emerging risks
  Contribute to risk transformation initiatives, improving controls, refining limits and triggers, and enhancing self-service dashboards
• Support regulatory and internal reporting requirements
• Maintain a strong control environment by executing data validation controls and leveraging automation where applicable
• Identify and manage data quality issues, ensuring appropriate documentation and resolution in collaboration with key stakeholders
• Assist in developing and automating risk reporting processes using tools such as Tableau and Python

Requirements:

• 5+ years of experience in Risk or Finance within a large banking institution
• Bachelor's degree in a related field
• Strong knowledge of market risk metrics and financial products within the interest rate and FX asset classes
• Ability to work independently and collaboratively on project deliverables
• Excellent analytical, problem-solving, and troubleshooting skills
• Proficiency in data manipulation techniques using industry-standard tools
• Experience with Tableau is required; Python coding skills are highly desirable
• Very good command of English (oral and written)
• Master's degree or relevant financial certification (FRM/CFA) is a plus

Offer:

• Private medical care
• Co-financing for the sport card
• Training & learning opportunities
• Constant support of dedicated consultant
• Team-building events organized by DCG
• Employee referral program