CIB Vice President Market Risk
Core
Independent oversight of market data quality certification for market risk metrics, reporting, and regulatory compliance.
Role type
Senior IC market risk analyst (data quality & certification)
Builds
Market risk metrics, regulatory reports, and data quality certifications
Domain
Financial services / Market Risk
Required skills
Market risk management, Financial product valuation, Market data systems, Python, Excel VBA, Quantitative analysis, Risk identification, Regulatory compliance, Data quality assurance, System testing
Preferred skills
Murex, Asset Control, Spanish
Technologies
Bloomberg, Reuters, ICE, Market, Murex, Asset Control, Python, Excel VBA
Responsibilities
Perform daily review, maintenance, and certification of market data accuracy; Analyze, maintain, and build history for market data proxy used for VAR reporting; Review market data and static data configuration in multiple platforms; Liaise with multiple teams to implement and resolve market data discrepancies; Monitor and manage risk/exposure and compliance with company policies; Identify, manage, and report on daily market data process and workflow; Perform test on systems to improve efficiency in analyzing risk metrics reports.
