Market Analysis and Certification Analyst
4 weeks ago
Market Analysis and Certification Analyst
The MMG Group is searching for a Market & Certification Analyst to work closely with the trading teams to develop a deep knowledge of their business and clients.
The analyst will be responsible for production and certification of Greeks and sensitivities to different risk factors, monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk, and contributing to the backtesting of the VaR.
Responsibilities
- Working closely with the trading teams to develop a deep knowledge of their business and clients;
- Production and certification of Greeks and sensitivities to different risk factors;
- Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk;
- Contribute to the backtesting of the VaR;
- Specific analysis to explain risk exposure and/or business performance to our different partners;
- Monitoring of risk limit consumptions and follow-up of limit breaches with Front-Office and Risk management;
- Certification of the Profit & Loss and Income Attribution of the trading desk;
- Publish commentary about the Daily and Monthly P&L to senior management;
- Reconciliation of month end Economic P&L to the general ledger;
- Liaison with other departments to work on transversal and regulatory projects;
- Continuous enhancement of P&L/Risk processes and systems using VBA/Python for macros and ITEC teams for the global industrialized tools;
- Creation of daily and weekly Dashboards in order to better monitor the trading activity;
Profile required
Competencies
Required:
- Strong interpersonal skills;
- Handle various ad-hoc requests;
- Prone to take initiatives;
- Reactive, detail-oriented, driven to work in a fast learning environment;
- Solid verbal and written communication skills;
- Ability to prioritize and work in a dynamic, deadline-focused environment;
- Self-motivated and proactive;
- Willingness & a strong desire to learn;
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