Market Risk Management Internship
The Market Risk Management department is responsible for overseeing and independently organizing the assessment, monitoring, and reporting of market risks undertaken by the Bank.
* Key Responsibilities:
o Monitoring bank-wide key risk indicators
o Dealing room activities, including Structured Products and Foreign Exchange flow management desks
o Supporting ongoing enhancements of risk modeling
* Deliverables and Key Activities:
o Daily reporting and analysis of risk exposures (positions, sensitivities, and Value at Risk)
o Weekly reporting and analysis of Stress Tests
o Daily reporting of dealing room performance metrics
Required Skills and Qualifications:
* Education: Bachelor's degree in finance, economics, or mathematics
* Languages: Fluency in French and English
* Risk management knowledge: Strong understanding of market risk concepts and metrics
* Technical skills: Advanced proficiency in MS Excel and SQL, knowledge of Kondor+, RiskMetrics, Bloomberg, and Dataiku
* Interpersonal skills: Propensity for teamwork, natural willingness to support stakeholders, rigorous, innovative, and curious