AVP, Risk Controlling Permanent

Job Responsibilities:

• Responsible for the daily P&L calculation of the trading units in the Branch
• Verification of Value at Risk and Scenario Risk figures of the branch, monitoring of risk limits
• Verification of the liquidity position and monitoring of gap limits
• Reporting and commenting of all results in proper manner to local management and Head Office
• Special monitoring and derivation of validation parameters for Asset Backed Securities positions of the Branch
• Implementation of new products into all relevant Controlling processes
• Developing and introduction of new tools for further automating of Controlling processes

Skills & Minimum Requirements:

• Bachelors Degree in Finance, Business, Banking & Finance, Mathematics or a relevant discipline
• Good knowledge of financial products inclusive their pricing possibilities
• Understanding of the Value at Risk concept and internal models
• Strong mathematical background
• Good skills in Microsoft Office, especially in Excel, Access
• Basic skills in VBA
• Good knowledge of quantitative finance
• Fresh graduates with the relevant skills are welcome to apply

Kindly note that only shortlisted candidates will be notified.