Risk Reporting: Support daily End-of-Day (EOD) risk reporting processes, ensuring accuracy and timeliness including analyzing daily TCM, Value-at-Risk (VaR), and other key risk metrics.
Trade Integrity & Exposure Management: Advises on and escalates data integrity issues, trade booking errors, and unusual changes in exposure. Ensures accurate trade capture and reconciliation across systems.
Risk Management Techniques: Apply fundamental concepts of market risk, Value at Risk (VAR), stress testing, and valuation, along with analytical tools including ETRM systems, to enhance the accuracy and effectiveness of risk reporting and portfolio analysis.
Market Risk Advisory & Strategic Stakeholder Engagement: Proactively deliver high-impact market risk insights through daily analysis and reporting of trading positions, exposures, TCM, and risk limit utilization. Apply advanced market an...