strategic financial markets expert - Montreal (administrative region) - beBeeMarketRisk

    beBeeMarketRisk
    beBeeMarketRisk Montreal (administrative region)

    21 hours ago

    Job title: Senior Analyst Middle Office Capital Markets

    Description

    Job Title

    Senior Analyst Middle Office Capital Markets.




    About the Role



    We are seeking a highly skilled Senior Analyst to join our team in Middle Office, Capital Markets. This role is ideal for individuals with strong analytical skills and experience working in financial markets.



    • Run daily production and analysis of risk, compliance, and profit/loss reports
    • Support ongoing investigations and validations related to risk measures (Value at Risk, stressed Value at Risk, stress-testing)


    Your Responsibilities:




    1. Evaluate compliance limits for various assets classes including equity derivatives fixed income commodities FX etc.   
      greeks P&L backtesting etc.  

    The knowledge of Market risk measurement calculations (P&L Greeks VAR) will have a positive impact on bank's management.
    The following tasks will be carried out daily:
    h1>Process Management:</h1>
      the daily process of running the value at risk , the validation process as well as performing stress tests would come under this category*​
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