Market Risk Specialist (m/f/diverse)
comdirect bank
Prag, CZ
před 5 dny

Task :

  • Independent Price Verification (IPV) Daily and monthly valuation of financial instruments using established pricing models and processes, guaranteeing the correct fair value in the accounting statements of Commerzbank, communicating results with respect to the development of market parameters, and reporting to a wider audience including senior management
  • Market Conformity Check (MCC) Checking prices of new trades against prevailing market conditions using Bloomberg and Reuters terminals, analyzing, documenting, and proactively escalating to traders and senior management any pricing discrepancies
  • Ensuring completeness and compliance with procedures, policies, creating and maintaining process workflow and methodology documents
  • Ensuring high quality standards and adhering to timelines of critical reports and deliveries
  • Closely interacting with main stakeholders in Front Office, Risk, Product Control and other IPV / MCC teams
  • Improving and streamlining processes to increase operational efficiency and reduce risks
  • Participating in projects related to valuation topics
  • Profile :

  • University degree in economics, finance, mathematics, or related fields
  • Strong interest in financial instruments and their valuation
  • Market Risk Management, Financial Control, Investment Banking, and Accounting / Audit experience is an advantage
  • In-depth knowledge of financial instruments, their valuation principles and models (fair value calculations), and basic financial mathematics
  • Advanced knowledge of Microsoft Office; VBA and SQL is an advantage
  • Ability to handle the workload and meet deadlines in peak times (month end and quarter end)
  • Knowledge of major market data providers (e.g. Bloomberg, Eikon) is an advantage
  • Completion of any of the CFA / FRM levels or similar certification is an advantage
  • Ability to perform sound analysis, present your findings, and defend your conclusions as necessary
  • Critical thinking, attention to detail, agility to deal with changing objectives at short notice
  • Good command of written and spoken English (our working language)
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