The Market Risk Specialist joining KB / RISK / Capital Market department will be involved in the market risk analysis, monitoring and control of the trading / sales activities of the investment banking of Komercni Banka.
The candidate will be closely involved in the development and implementation of market risks management methodologies and techniques stemming either from the fastly changing regulatory and market environment or the business development of the investment banking in KB.
In doing so, he will have the opportunity to interact with all actors involved in market transactions : Front Office, Middle Office, Finance, Back Office and Information Technology.
This position will enable a highly interested professional in capital market activities to develop and master skills and knowledge at the state of the art in the capital market area in the Czech Republic developed by Société Générale, one of the world leading investment banks.
The Société Générale Group is active worldwide and provides its clients with a large range of products and services which offers a wide range of evolution opportunities for motivated people.
Daily monitoring of KB investment banking activities : measurement of market risk indicators (Value at Risk, Stress Tests, market parameter sensitivities etc )
Control of market limit utilizations and preparation of market risk report to FO and Board of Directors
Application of tools and methods for market risk management
Development and implementation of advanced techniques in valuation of derivatives and risk analysis
Implementation of new tools and methodologies arising from financial market evolution or regulatory requirements
Identification of market risks connected to new investment banking products
Create documentation of high standards for internal and external distribution
Contribute to analysis and respond to demands by internal & external stakeholders
Collaborate closely with other teams (such as P&L team, Middle Office, Reporting, Finance etc.)
Soft skills :
Excellent verbal communication skills with the flexibility to communicate and build relationships with internal clients (Front Office, Middle Office, Back Office)
Curiosity, self-motivation and passion
High sense of teamwork : inspire and work well with others
Analytical and solving skills to get things done
Technical Skills :
Team member needs a good understanding in the following areas :
Investment banking activities and financial market products
Valuation of derivatives
Market risks management methodologies (VaR, SVaR, ETL, Stress Testing, Delta analysis..)
Excel / Access / VBA / SQL and user-level understanding of databases
Knowledge in the latest regulations related to market risks such as Basel IV is a plus.
Work Experience :
Min. 5 years of experience in a similar position or a position related to trading / financial markets activities.
Master degree in Finance, Actuarial or Financial mathematics.
Advance level of English (min. C1).