The market risk intmd analyst is a developing professional role.
deals with most problems independently and has some latitude to solve complex problems.
integrates in-depth specialty área knowledge with a solid understanding of industry standards and practices.
good understanding of how the team and área integrate with others in accomplishing the objectives of the subfunction/ jmily.
applies analytical thinking and knowledge of data analysis tools and methodologies.
requires attention to detail when making judgments and recommendations based on the analysis ctual information.
typically deals with variable issues with potentially broader business impact.
applies professional judgment when interpreting data and results.
breaks down information in a systematic and communicable manner.
developed communication and diplomacy skills are required in order to exchange potentially complex/sensitive information.
moderate but direct impact through close contact with the businesses' core activities.
and timeliness of service provided will affect the effectiveness of own team and other closely related teams.
responsibr measuring, monitoring and analyzing the organization-s market risk exposure on a day-to-day and long-term basr varionancial products.
market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads areign exchange rates.
individuals monitor trading limits and are responsibr approving transactions over certain established limits.
work with traders or trading management and recommend actions to mitigate risk.
responsibr monitoring and analyzing the organization-s risk exposure by understanding the risks and rewards of the citi products.
structures to mitigate risks of those products.-responsibilities--:
produce daily and weekly market risk reports which monitctor sensitivity, var and issuer exposures against autonomously market risk limits.
provide information to both market risk management and the businer audit, stress testing and ad-hoc related queries.
develop and maintain close working relationships with risk management, business units and other control groups.
raise, investigate allow-up on issues related to data, limit excesses, etc.
maintain data metrics measuring the market risk infrastructure and performance of risk systems and processr tont office.
deviseand improve processes to aggregactor sensitivity (market risk) and issuer risk across various trading platforms.
evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
develop an understanding nancial markets and markctors that affect risk exposure of the business.
learn market risk terms, units of measurement and risk management techniques utilized by autonomous risk managers.-qualifications--:
- years relevant importante empresa degree in a quantitative nancial discipline.
knowledge nancial instruments, risk metrics and market risk management proficient quantitative skills including mathematics involved in risk estimation and modelling knowledge of statistical concepts and importante empresa in performing data analysis excellent written and verbal communication skills must be a self-starteexible, innovative and adaptive ability to work collaboratively and with people at all levels of the organization work collaboratively with regional and global partners in othnctional units; ability to navigate a complex organization excellent project management and organizational skills and capability to handle multiple projects at one time --education--:
bachelor-s/university degree or equivalent experiencethis job description provides a high-level review of the types of work performed.
other job-related duties may be assigned as required.-objetivo--:
el analista de riesgo de mercado en la subdirección de análisis de riesgos tiene como misión generar herramientas e información sintetizada para la toma de decisiones en la de riesgos y la de la afore.
dicha información deberá cumplir con altos estándares de calidad, en un marco de control de acuerdo a las políticas del grunanciero.
a través de la colaboración y trabajo en equipo será promotor de crear sinergias entre las diferentes áreas de la afore.-funciones--:
explotación de información generada en el sistema integral automatizado.
réplica de métricas de riesnanciero, valuación de instrumentnancieros y sensibilidades.
generación de reportes diarios, semanales y mensuales de la exposición del portafolio, rendimientos y riesgo.
automatización de procesos para la generación de reportes--escolaridad--:
egresado de licenciatura en actuaría o matemáticas aplicadas.-conocimientos--:
conocimientos sólidos en modelos estadísticos, de riesgnancieros y valuación de in