Job Description
Overview:
We are looking for a highly skilled and motivated Risk Framework Officer to join our dynamic team. In this role, you will report to the Head of Market Risk EMEA and take on the crucial responsibility of managing data administration in a consistent and secure manner. Your expertise will ensure the integrity of our control processes, quality checks, certification, and the delivery of data to official repositories.
Key Responsibilities:
1. Produce and report all key risk indicators daily, including qualitative and quantitative metrics such as authorized products, currencies, Notionals, VaR, sVaR, Stress Tests, and Volcker indicators.
2. Control, analyze, and certify risk indicators, focusing on daily and intraday variations against established limits.
3. Communicate with Business Lines (BLs) and Financial Risk Management (FRM) regarding limit breaches and loss alerts, maintaining daily interactions with trading operators.
4. Generate and certify various Profit & Loss (P&L) reports, including Economic P&L, Actual P&L, Hypothetical P&L, and Risk Theoretical P&L, while analyzing and explaining any variations.
5. Consolidate and certify income attribution and manage the P&L sign-off process with the Front Office.
6. Produce regulatory VaR and RIM backtesting components and exception reports; ...