Educational
Requirements
CA / CFA / FRM / MBA (Top Tier)
Range of
Experience
- 2 to 8 years of Product Control / Risk / Research / Quants / Valuations.
Role Title Specialist:
Analyst/ Sr. analyst / Expert Role
Skills "Technical:
1. Financial
engineering / financial mathematics, derivatives
2. In-depth
understanding of Greeks - first / second / third derivatives
3. Be critical on existing
processes and learn to be proactive
4. Detailed
knowledge on valuations of products such as Bonds, Equities, Fx, IRS, Exotic,
Hybrids, Structured, CTY, credit risk products
5. Able to
understand the concepts used in valuation techniques and methodologies behind
the same, such as Monte Carlo, Historical and Hypothetical VAR scenarios,
Scholastic, Parametric.
Functional:
1. Tools and
information system for the production of Economic P & L, risk metrics and
Risk Analysis.
2. In the process
of chaining (Market Data, calculations bricks, SI) and impacts on other actors
(Accounting Team, RISK, FO)
3. Products and
portfolio strategies (understanding the sensitivities and risks associated with
different products)
4. Control aspects:
market risk, credit risk.
5. Understanding
the P & L of Income Allocation and all valuation adjustments methods (EDMM,
EDMN, FVA, OCA).
6. Have a good
level in English and VBA development
7. The analyst is
responsible for the production of several sensitive metric:
The risk
analysis used in management
Risk metrics
that define our regulatory banking limits
The P&L
entering into account of the bank.
Adaptability / Agility:
1. Be reactive to
change, developments, new methods (regulatory applications, management methods ...), applications and context(reorganization)
2. Change quickly
from one subject to another, to show flexibility and intellectual responsiveness.
3. Good
communication skills: many exchanges with many
various
interlocutors (RISK / FO / FIND / ITEC).
Sense of client
(Internal and/or external) / Ability to deliver
1. The MACC analyst
is urged by several parties, it is important to keep a positive approach
towards the different demands (FO / Risq)
2. Having a
positive approach to highlight good ideas / special projects / solutions before
identifying problems and propose solutions independently.
3. Namely to change
the process: awareness engine, proposals and go through with the project.
Cooperation and team spirit
1. With our
partners: always try to find a solution, be constructive, promote innovation,
be proactive, working ""with"" and not
""next to"" give visibility on the work progress, interact
warmly and promote his work.
2. Within the team
share ideas / accomplishments, listen and advise, to show solidarity, active
participation in the life of the team (including teams points).
3. With its
hierarchy: give visibility on the progress of various subjects and early
warning in case of problems / blocking points.