Fixed Income Securities M.R. Analysis Asst Manager İş İlanı
İşveren Hakkında
QUALIFICATIONS AND JOB DESCRIPTION
Fixed Income Securities Market Risk Analysis Assistant Manager
- Closely monitoring market risk changes and reporting to top management within the defined timelines,
- Analysing and assessing risk factor changes on risk metrics (VaR, BPV, CPV, Stressed VaR, expected P&L…)
- Ensuring the adherence to the defined limits and reporting usages to top management&related bodies,
- Understanding and implementing of BRSA/BASEL guidelines/regulations,
- Implementing and following the policies&procedures related with market risk activities,
- Work closely with the Treasury and IT departments,
- Calculation and analysis of market risk related regulatory and economic capital and reporting to BRSA,
- Improvement of the risk metrics and softwares,
- Participating market risk related ICAAP activities,
- Participating to all projects related to the Market Risk perimeter.
QUALIFICATIONS:
- Graduaded from university’s releavant departments, preferably in Engineering, Economics, Statistics, Econometrics, Business Administration (Master’s Degree in finance/data science/quantitive fields is preffered),
- Minimum 2 years of related work experience in financial risk management, treasury, balance sheet management or internal audit/control functions with a focus of financial risks,
- Strong knowledge and understanding of financial markets and products,
- Proficiency in MS Office and VBA programming,
- Fluent in both written and spoken English,
- Familiarity in the programming languages/ statistics/ modelling programs (e.g. SQL, R, SPSS, E-Views) is a plus,
- Preferably holding the CMB of Turkey Level 3/ Derivatives Certification,
- Highly-motivated, multi-tasking, agile, team-worker.
