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Market Risk Manager

  • A hirdetés 1406 napja lejárt
49678-Market Risk ManagerLink megjelenítése">
Our international Client is one of the market leader Banks in Hungary is seeking to hire a
Market Risk Manager
Main responsibilities:
  • Provide quantitative support in the design, development and implementation of derivative pricing, risk management and trading tools;
  • Provide quantitative support for capital calculation of market risks (including counterparty risk);
  • Participation in defining and reviewing policies and regulations, including methodology, processes, controls, data collection and related IT systems;
  • Participation in monitoring and reporting of market risks and Treasury Profit and Loss;
  • Performing analysis of market risk associated with new products and revision / modification of existing products;
  • Develop and operate the Bank’s set of market data, the Bank’s fair value calculation for financial instruments;
  • Implement new and maintain existing models in Excel VBA / SAS / RISKWATCH.
  • Few years professional experience preferably in the field of market risk/credit risk/operational risk/ICAAP;
  • Quantitative qualifications (BSc / MSc / PhD) in Economics, Maths, Finance, Financial Maths, Physics, Engineering or Actuarial Science;
  • Knowledge of derivatives;
  • Highly analytical, attention to detail & a pro-active approach to verifying results;
  • Ability to communicate complex concepts clearly;
  • A knowledge of Kondor+ (is desirable), a knowledge of RISKWATCH (is an advantage).
Are you fit to the requirements and goal oriented and ready to get job done? Then we are looking forward to receive your motivation letter including your salary expectation and your CV in English and in Hungarian under the reference number 49.678 to the e-mail address E-mail cím megjelenítése.

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