We are currently looking for a Traded Risks analyst to join our Market Risk team in Bangalore. Regroups the product control and market risk activities of Natixis APAC (including Hong Kong, Japan, Singapore, Shanghai & Taiwan). It encompasses market risk management (Forward Risk), P&L; and risks indicators certification & reporting (Traded Risk), and Independent Price Verification (IPV) processes.
Core duties of the function
Support the Traded Risk team on Certification, Control and Analysis of the traded risks of Natixis APAC. The candidate will focus on monitoring APAC Global Markets and Treasury activities covering multiple asset classes
Consolidate and Certify risks indicators (VaR, SVaR, STS, Main Greeks) & P&L;
Produce risks indicators and daily P&L; reports, highlight significant movements for onshore managers to review
Publish daily/weekly P&L; breakdown reports for Front Office
Participate in the RIM daily production process
Generate statistical data for regular MIS reportings
Ensure data quality and completeness in FO trading systems and Risk systems
Help the team perform consolidated reporting to Senior Management on a weekly, monthly and ad-hoc basis
Skills
A quantitative background in business, finance, science, mathematics, or engineering
Prior experience in basic VBA, spreadsheets creation / maintenance, SQL is a plus
Valuable presentation and synthesis skills
Detailed oriented and ability to work independently
Fluent in English