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Risk Reporting Senior AnalystEmployee Status: emea
- Primary Location: Poland,Mazowieckie,Warsaw
- Education: Master's Degree
- Job Function: Finance
- Schedule: Full-time
- Shift: Day Job
- Employee Status: Regular
- Travel Time: No
- Job ID: 19023991
The Treasury Management Reporting team within Finance & Risk Infrastructure focuses on producing, analyzing and reporting accrual risk metrics for businesses throughout the firm. The team works with Risk Managers, Treasury and Finance to establish reporting requirements, develop the tools and analysis necessary to proactively identify and manage risk with respect to portfolios and products while continuously updating the process to reflect the current business structure.
- Evaluate and validate interest rate risk exposure which includes the validation of transactional cash flows to explain risk drivers as it pertains to DV01 and EVS.
- Explain mathematical concepts as it relates to the calculation of risk sensitivities to a non-technical audience.
- Effectively communicate and engage with members of Treasury, ALM, Independent Market Risk and FP&A to explain drivers of variances in interest rate risk measures..
- Analysing material movements to understand underlying drivers and providing concise explanations.
- Partnering with the business, FP&A, Technology and Market Risk Managers to ensure data accuracy, correct product risk modeling, and balance sheet forecasting to establish precise factor calculation
- Identifying and executing on potential process improvements and capabilities to enhance consistency, transparency, and reliability of accrual interest rate risk reporting and analysis.
- Communicating issues identified to impacted parties and implementing corrective action plans.
- Providing analysis and commentary for presentation of the consolidated accrual interest rate risk metrics at ALCO.
- Minimum 5 years of experience in the finance services within a Treasury or Market Risk function.
- Deep understanding of Fixed Income risk factor sensitivity analysis.
- Excellent fixed income product knowledge including valuation methodologies.
- Experience with Risk Modelling of Fixed income securities including Bonds, Interest Rate Swaps, Cross Currency Swaps and rates products.
- Solid understanding of Asset and liability management and balance sheet analysis
- Working knowledge of scripting languages including VBA, SQL, Python
- High level of focus with particular emphasis on attention to detail.
- Ability to function effectively against deadlines and to work within a team environment.
- Strong written and verbal communication skills.
- Excellent interpersonal skills with the ability to build and maintain relationships at all levels across departments and geographic centres
- Graduate/Post-graduate qualification in a technical discipline including Engineering, Applied Mathematics, Applied Economics/Finance or MBA from a highly accredited institution.
- CPA, CFA, FRM a plus.
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
- Opportunity to work in an international, multi-cultural environment, gaining knowledge and experience in enterprise-scale IT
- Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies
- Access to the latest technologies and tools
- Comprehensive package of trainings
- Attractive conditions of employment and benefits