Vice President - Product Control, Market Risk – Corporate and Investment Banking (CIB)

The Difference You Make

The Vice President Market Risk analyst is responsible for risk analysis and independent oversight of market data quality certification used for market risk metrics and reporting. The analyst is responsible for all aspects of market data quality including compliance with requirements of regulators and internal control and will recommend opportunities and proposed resolutions for improved efficiency, effectiveness, and/or risk reduction for the department. The analyst is responsible for reviewing, analyzing, and/or evaluating the Company's market data management that renders risk-based processing and reporting to reduce operating losses and maintain maximum protection of the organization's assets, products, and services. The analyst will recommend opportunities and propose resolutions for improved efficiency, effectiveness, and/or risk reduction for pricing and reporting.

• Perform daily review, maintenance, and certification of market data accuracy.
• Analyze, maintain, and build history for market data proxy used for VAR reporting.
• Review market data and static data configuration in multiple platforms.
• Liaise with multiple teams to implement and resolve market data discrepancies.
• Monitor and manage risk/exposure and compliance with the company's policies.
• Identify, manage, and report on daily market data process and workflow.
• Quantitative support to the different participants of market data development process.
• Activities may include quantitative analysis, risk identification and remediation.
• Oversee and ensure the development and implementation of short-term projects.
• Organize and implement upgrades in Risk System with the support teams and Methodology.
• Perform test on systems in order to improve efficiency in analyzing the reports for risk metrics.

What You Bring

To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

• Experience in valuation of financial products and / or market risk management (FX, Rates, Bonds, Equities, CDS, Convertibles, Fixed Income Structured products (RMBS, CMO, MBS, CLO,…).
• Experience in knowledge of market products, obtaining inputs for valuation and market information systems (Bloomberg, Reuters, ICE, Market, etc.).
• Development of analysis tools and prototypes for defined market data feed (mainly in VBA or Python).
• Bachelor's degree (or equivalent) in Economics, Mathematics, Physics, Engineering, or a related field.
• Knowledge in market data and financial products.
• Strong Excel skill a must, preferably Excel VBA and Python a plus.
• Knowledge in external vendor tools as Murex will be a plus.
• Knowledge in Spanish will be a plus.

Certifications

• No Certifications listed for this job.

It Would Be Nice For You To Have

• Established work history or equivalent demonstrated through a combination of work experience, training, military service, or education.
• Experience in Microsoft Office products.